-10.3%
M vs UEC
+47.5%
-57.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.8% | -11.4% | -5.6% |
| 7D | -4.3% | -10.2% | +6.0% | -2.8% |
| 30D | +1.3% | -26.9% | +28.2% | +5.9% |
| 3M | -7.4% | -35.7% | +28.3% | -1.8% |
| 6M | +18.3% | -56.1% | +74.5% | +31.4% |
| YTD | +7.6% | -40.8% | +48.3% | +10.8% |
| 1Y | +17.4% | -43.4% | +60.8% | +21.0% |
| 3Y | +108.4% | +25.4% | +83.0% | +68.3% |
| All | -10.3% | +47.5% | -57.8% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling