+289.5%
ITUB vs UEC
+78.8%
+210.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.1% | +1.5% |
| 7D | +8.2% | +2.6% | +5.7% | +7.9% |
| 30D | +4.7% | +5.6% | -0.9% | +3.7% |
| 3M | +13.0% | -5.7% | +18.7% | +12.8% |
| 6M | +4.2% | -8.0% | +12.2% | +3.4% |
| YTD | +18.6% | +1.8% | +16.8% | +15.5% |
| 1Y | +31.3% | +0.6% | +30.7% | +26.3% |
| 3Y | +124.9% | +155.2% | -30.3% | +79.7% |
| 5Y | +195.6% | +305.8% | -110.2% | +102.2% |
| 10Y | +196.4% | +943.0% | -746.6% | +48.8% |
| All | +289.5% | +78.8% | +210.7% | +50.4% |
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