+7.1%
LOW vs UEC
+21.1%
-14.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | +1.4% | -3.8% | +5.2% | +1.7% |
| 30D | +21.7% | -13.5% | +35.2% | +22.7% |
| 3M | +5.0% | -40.5% | +45.5% | +8.4% |
| 6M | +4.6% | -56.7% | +61.3% | +9.8% |
| YTD | -3.5% | -43.0% | +39.5% | -1.6% |
| 1Y | +0.5% | -42.5% | +43.1% | +2.1% |
| 3Y | +24.8% | +11.6% | +13.2% | +14.5% |
| All | +7.1% | +21.1% | -14.0% | -8.6% |
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