-8.1%
M vs UEC
+616.1%
-624.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.9% |
| 7D | +7.0% | -3.8% | +10.8% | +7.7% |
| 30D | +8.9% | -13.5% | +22.4% | +11.3% |
| 3M | +4.5% | -40.5% | +45.0% | +13.0% |
| 6M | +36.2% | -56.7% | +92.9% | +53.4% |
| YTD | +15.1% | -43.0% | +58.1% | +20.3% |
| 1Y | +27.4% | -42.5% | +70.0% | +32.0% |
| 3Y | +160.1% | +11.6% | +148.6% | +119.2% |
| 5Y | -1.6% | +21.8% | -23.3% | -26.0% |
| All | -8.1% | +616.1% | -624.3% | -55.0% |
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