+35.3%
D vs UEC
+933.9%
-898.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.5% | +0.4% |
| 7D | +0.8% | +2.6% | -1.8% | +0.6% |
| 30D | -0.7% | +5.6% | -6.3% | -1.1% |
| 3M | +2.1% | -5.7% | +7.8% | +2.0% |
| 6M | +6.8% | -8.0% | +14.9% | +6.5% |
| YTD | +16.5% | +1.8% | +14.7% | +15.2% |
| 1Y | +19.2% | +0.6% | +18.6% | +17.2% |
| 3Y | +61.9% | +155.2% | -93.3% | +47.8% |
| 5Y | +6.5% | +305.8% | -299.3% | -9.1% |
| 10Y | +35.3% | +943.0% | -907.7% | -2.2% |
| All | +35.3% | +933.9% | -898.6% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling