+64.7%
D vs UEC
+151.4%
-86.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +1.5% | -6.9% | +8.4% | +1.4% |
| 30D | -2.6% | +7.6% | -10.2% | -2.5% |
| 3M | 0.0% | -18.4% | +18.4% | 0.0% |
| 6M | +7.4% | -23.3% | +30.6% | +7.4% |
| YTD | +15.9% | -1.2% | +17.1% | +16.2% |
| 1Y | +18.1% | +2.3% | +15.8% | +18.7% |
| All | +64.7% | +151.4% | -86.7% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling