+245.4%
NEE vs UEC
+939.6%
-694.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | +0.1% |
| 7D | -1.9% | -4.3% | +2.3% | -1.7% |
| 30D | -3.1% | -3.8% | +0.7% | -3.0% |
| 3M | -2.4% | +17.0% | -19.4% | -3.8% |
| 6M | -8.6% | -23.9% | +15.3% | -7.8% |
| YTD | +4.9% | -5.7% | +10.6% | +3.8% |
| 1Y | +19.4% | -12.5% | +31.9% | +17.9% |
| 3Y | +34.9% | +136.5% | -101.6% | +19.8% |
| 5Y | +11.0% | +243.3% | -232.3% | -8.1% |
| All | +245.4% | +939.6% | -694.2% | +136.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling