+643.2%
GEV vs UEC
+74.1%
+569.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +2.3% |
| 7D | +8.1% | +2.6% | +5.5% | +7.4% |
| 30D | -1.9% | +5.6% | -7.5% | -3.9% |
| 3M | +4.1% | -5.7% | +9.8% | +4.0% |
| 6M | +23.2% | -8.0% | +31.3% | +21.9% |
| YTD | +48.9% | +1.8% | +47.1% | +41.1% |
| 1Y | +62.2% | +0.6% | +61.6% | +49.0% |
| All | +643.2% | +74.1% | +569.1% | +458.2% |
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 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