-42.7%
IT vs UEC
+33.3%
-75.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | -0.8% |
| 7D | -7.5% | -5.2% | -2.3% | -7.3% |
| 30D | -1.2% | -22.0% | +20.8% | +0.1% |
| 3M | -2.2% | -37.0% | +34.8% | +0.1% |
| 6M | +19.1% | -52.7% | +71.8% | +23.7% |
| YTD | -25.1% | -38.6% | +13.5% | -25.0% |
| 1Y | -17.4% | -44.6% | +27.2% | -16.7% |
| 3Y | -54.1% | +27.1% | -81.2% | -60.4% |
| 5Y | -42.7% | +37.9% | -80.6% | -53.7% |
| All | -42.7% | +33.3% | -75.9% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling