-6.1%
M vs UEC
+73.5%
-79.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +4.7% | -6.9% | +11.7% | +5.7% |
| 30D | -9.6% | +7.6% | -17.3% | -10.8% |
| 3M | +0.9% | -18.4% | +19.2% | +2.5% |
| 6M | +22.3% | -23.3% | +45.5% | +24.0% |
| YTD | +6.5% | -1.2% | +7.7% | +3.5% |
| 1Y | +38.8% | +2.3% | +36.5% | +32.3% |
| 3Y | +115.9% | +162.3% | -46.4% | +73.3% |
| 5Y | +28.6% | +287.2% | -258.6% | -7.4% |
| 10Y | -2.5% | +1,009.6% | -1,012.2% | -44.5% |
| All | -6.1% | +73.5% | -79.6% | -61.1% |
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 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