-5.1%
M vs UEC
+4.1%
-9.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.8% | -11.4% | -5.5% |
| 7D | -4.3% | -10.2% | +6.0% | -3.1% |
| 30D | +1.3% | -26.9% | +28.2% | +5.1% |
| 3M | -7.4% | -35.7% | +28.3% | -2.7% |
| 6M | +18.3% | -56.1% | +74.5% | +29.1% |
| YTD | +7.6% | -40.8% | +48.3% | +11.0% |
| 1Y | +17.4% | -43.4% | +60.8% | +21.2% |
| 3Y | +108.4% | +25.4% | +83.0% | +83.9% |
| 5Y | -10.6% | +51.1% | -61.7% | -27.4% |
| 10Y | -3.2% | +695.4% | -698.6% | -42.3% |
| All | -5.1% | +4.1% | -9.2% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling