+212.1%
F vs UEC
+7.8%
+204.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | 0.0% |
| 7D | +1.0% | -5.2% | +6.1% | +1.4% |
| 30D | +2.1% | -22.0% | +24.1% | +5.0% |
| 3M | -10.3% | -37.0% | +26.7% | -5.5% |
| 6M | +3.3% | -52.7% | +56.0% | +11.6% |
| YTD | -2.0% | -38.6% | +36.6% | +1.1% |
| 1Y | -2.3% | -44.6% | +42.3% | +1.7% |
| 3Y | +49.9% | +27.1% | +22.8% | +32.2% |
| 5Y | -12.5% | +37.9% | -50.3% | -28.2% |
| 10Y | +74.3% | +631.6% | -557.4% | +0.2% |
| All | +212.1% | +7.8% | +204.3% | +30.0% |
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