-51.3%
IT vs UEC
+134.5%
-185.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.0% | +5.5% | +0.6% |
| 7D | -12.7% | -4.3% | -8.5% | -12.7% |
| 30D | -8.9% | -3.8% | -5.1% | -8.9% |
| 3M | +10.1% | +17.0% | -6.8% | +10.0% |
| 6M | +7.3% | -23.9% | +31.2% | +7.7% |
| YTD | -32.4% | -5.7% | -26.7% | -32.8% |
| 1Y | -26.6% | -12.5% | -14.1% | -27.4% |
| All | -51.3% | +134.5% | -185.8% | -56.8% |
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