+669.8%
IT vs UEC
+0.2%
+669.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.7% | +0.8% |
| 7D | +1.1% | -3.8% | +4.8% | +1.3% |
| 30D | -1.8% | -13.5% | +11.7% | -1.0% |
| 3M | +4.8% | -40.5% | +45.3% | +8.5% |
| 6M | +33.0% | -56.7% | +89.7% | +40.1% |
| YTD | -23.8% | -43.0% | +19.1% | -22.6% |
| 1Y | -16.5% | -42.5% | +26.0% | -15.6% |
| 3Y | -53.6% | +11.6% | -65.2% | -57.5% |
| 5Y | -42.1% | +21.8% | -63.9% | -49.8% |
| 10Y | +90.1% | +623.9% | -533.8% | +26.9% |
| All | +669.8% | +0.2% | +669.7% | +355.2% |
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