-3.4%
M vs UEC
+933.9%
-937.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -3.1% |
| 7D | +2.4% | +2.6% | -0.2% | +1.9% |
| 30D | -11.6% | +5.6% | -17.2% | -12.8% |
| 3M | +1.6% | -5.7% | +7.3% | +1.3% |
| 6M | +25.2% | -8.0% | +33.3% | +23.4% |
| YTD | +3.8% | +1.8% | +2.0% | -1.1% |
| 1Y | +36.3% | +0.6% | +35.8% | +27.6% |
| 3Y | +116.3% | +155.2% | -38.8% | +57.3% |
| 5Y | +28.2% | +305.8% | -277.6% | -22.9% |
| 10Y | -3.4% | +943.0% | -946.4% | -58.6% |
| All | -3.4% | +933.9% | -937.3% | -58.6% |
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 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