-54.1%
IT vs UEC
+27.4%
-81.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | -1.1% |
| 7D | -7.5% | -5.2% | -2.3% | -7.5% |
| 30D | -1.2% | -22.0% | +20.8% | -1.3% |
| 3M | -2.2% | -37.0% | +34.8% | -2.3% |
| 6M | +19.1% | -52.7% | +71.8% | +19.6% |
| YTD | -25.1% | -38.6% | +13.5% | -25.7% |
| 1Y | -17.4% | -44.6% | +27.2% | -17.7% |
| 3Y | -54.1% | +27.1% | -81.2% | -58.9% |
| All | -54.1% | +27.4% | -81.5% | -58.9% |
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