+125.8%
M vs UEC
+151.4%
-25.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | +4.7% | -6.9% | +11.7% | +5.4% |
| 30D | -9.6% | +7.6% | -17.3% | -10.5% |
| 3M | +0.9% | -18.4% | +19.2% | +2.0% |
| 6M | +22.3% | -23.3% | +45.5% | +23.4% |
| YTD | +6.5% | -1.2% | +7.7% | +3.4% |
| 1Y | +38.8% | +2.3% | +36.5% | +32.1% |
| All | +125.8% | +151.4% | -25.7% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling