-65.2%
C vs UEC
+4.1%
-69.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -0.4% |
| 7D | -2.4% | -10.2% | +7.9% | -1.0% |
| 30D | -6.0% | -26.9% | +20.9% | -2.0% |
| 3M | -10.5% | -35.7% | +25.1% | -5.6% |
| 6M | -5.7% | -56.1% | +50.4% | +3.7% |
| YTD | +4.1% | -40.8% | +44.9% | +8.5% |
| 1Y | +20.5% | -43.4% | +63.9% | +25.7% |
| 3Y | +208.1% | +25.4% | +182.8% | +171.9% |
| 5Y | +110.4% | +51.1% | +59.3% | +67.2% |
| 10Y | +234.6% | +695.4% | -460.8% | +76.7% |
| All | -65.2% | +4.1% | -69.3% | -85.9% |
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