+27.6%
IR vs UEC
+19.3%
+8.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.8% | -5.4% | +0.6% |
| 7D | +3.7% | -10.2% | +13.9% | +5.0% |
| 30D | +7.4% | -26.9% | +34.4% | +11.4% |
| 3M | -5.9% | -35.7% | +29.8% | -1.4% |
| 6M | +5.6% | -56.1% | +61.7% | +14.9% |
| YTD | +4.8% | -40.8% | +45.6% | +8.8% |
| 1Y | +6.9% | -43.4% | +50.3% | +11.0% |
| 3Y | +27.6% | +25.4% | +2.2% | +7.9% |
| All | +27.6% | +19.3% | +8.2% | +7.9% |
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