+646.9%
IT vs UEC
+73.5%
+573.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.6% |
| 7D | -6.0% | -6.9% | +0.9% | -5.5% |
| 30D | 0.0% | +7.6% | -7.6% | -0.8% |
| 3M | +13.1% | -18.4% | +31.5% | +14.1% |
| 6M | +11.7% | -23.3% | +35.0% | +12.3% |
| YTD | -26.1% | -1.2% | -24.9% | -27.8% |
| 1Y | -21.3% | +2.3% | -23.6% | -24.1% |
| 3Y | -46.7% | +162.3% | -209.0% | -54.5% |
| 5Y | -40.5% | +287.2% | -327.8% | -53.2% |
| 10Y | +103.9% | +1,009.6% | -905.7% | +32.0% |
| All | +646.9% | +73.5% | +573.3% | +324.8% |
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 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