+967.7%
BX vs UEC
+178.1%
+789.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -4.4% | -6.9% | +2.6% | -3.4% |
| 30D | +0.1% | +7.6% | -7.6% | -1.1% |
| 3M | +16.0% | -18.4% | +34.4% | +18.1% |
| 6M | +21.6% | -23.3% | +44.9% | +23.6% |
| YTD | -8.9% | -1.2% | -7.7% | -11.1% |
| 1Y | -16.6% | +2.3% | -18.9% | -20.2% |
| 3Y | +43.3% | +162.3% | -118.9% | +15.1% |
| 5Y | +25.7% | +287.2% | -261.6% | -9.6% |
| 10Y | +689.5% | +1,009.6% | -320.1% | +325.8% |
| All | +967.7% | +178.1% | +789.6% | +366.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling