+108.4%
M vs UEC
+19.3%
+89.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.8% | -11.4% | -5.2% |
| 7D | -4.3% | -10.2% | +6.0% | -3.4% |
| 30D | +1.3% | -26.9% | +28.2% | +4.0% |
| 3M | -7.4% | -35.7% | +28.3% | -4.0% |
| 6M | +18.3% | -56.1% | +74.5% | +26.0% |
| YTD | +7.6% | -40.8% | +48.3% | +9.1% |
| 1Y | +17.4% | -43.4% | +60.8% | +19.0% |
| 3Y | +108.4% | +25.4% | +83.0% | +71.8% |
| All | +108.4% | +19.3% | +89.0% | +71.8% |
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