+884.3%
NEE vs UEC
+0.2%
+884.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.1% |
| 7D | -2.1% | -3.8% | +1.7% | -2.0% |
| 30D | +8.6% | -13.5% | +22.1% | +9.2% |
| 3M | -0.3% | -40.5% | +40.2% | +2.1% |
| 6M | -8.9% | -56.7% | +47.7% | -5.6% |
| YTD | +8.3% | -43.0% | +51.3% | +10.1% |
| 1Y | +4.3% | -42.5% | +46.8% | +5.7% |
| 3Y | +70.7% | +11.6% | +59.2% | +62.9% |
| 5Y | +12.8% | +21.8% | -8.9% | +3.9% |
| 10Y | +287.2% | +623.9% | -336.7% | +203.5% |
| All | +884.3% | +0.2% | +884.1% | +600.7% |
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