+7.8%
D vs UEC
+274.7%
-266.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +1.5% | -6.9% | +8.4% | +1.6% |
| 30D | -2.6% | +7.6% | -10.2% | -2.8% |
| 3M | 0.0% | -18.4% | +18.4% | +0.3% |
| 6M | +7.4% | -23.3% | +30.6% | +7.7% |
| YTD | +15.9% | -1.2% | +17.1% | +15.3% |
| 1Y | +18.1% | +2.3% | +15.8% | +17.1% |
| 3Y | +58.4% | +162.3% | -103.9% | +49.0% |
| All | +7.8% | +274.7% | -266.9% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling