+228.3%
D vs UEC
+73.5%
+154.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +1.5% | -6.9% | +8.4% | +1.7% |
| 30D | -2.6% | +7.6% | -10.2% | -3.0% |
| 3M | 0.0% | -18.4% | +18.4% | +0.5% |
| 6M | +7.4% | -23.3% | +30.6% | +7.8% |
| YTD | +15.9% | -1.2% | +17.1% | +14.9% |
| 1Y | +18.1% | +2.3% | +15.8% | +16.4% |
| 3Y | +58.4% | +162.3% | -103.9% | +46.9% |
| 5Y | +5.2% | +287.2% | -282.0% | -6.7% |
| 10Y | +35.9% | +1,009.6% | -973.8% | +7.1% |
| All | +228.3% | +73.5% | +154.8% | +147.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling