+0.5%
M vs UEC
+765.9%
-765.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +10.1% | -2.0% | +6.4% |
| 7D | +2.5% | +1.5% | +1.1% | +2.1% |
| 30D | +10.1% | -17.1% | +27.1% | +13.2% |
| 3M | -0.9% | -32.3% | +31.4% | +4.9% |
| 6M | +30.2% | -49.7% | +79.9% | +42.7% |
| YTD | +16.3% | -34.8% | +51.1% | +18.8% |
| 1Y | +27.0% | -37.5% | +64.5% | +29.7% |
| 3Y | +154.5% | +37.1% | +117.4% | +106.4% |
| 5Y | -1.1% | +44.3% | -45.4% | -27.8% |
| 10Y | +0.5% | +737.4% | -736.9% | -53.5% |
| All | +0.5% | +765.9% | -765.4% | -53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling