+864.7%
NEE vs UEC
+73.5%
+791.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +1.9% | -6.9% | +8.9% | +2.3% |
| 30D | -2.2% | +7.6% | -9.8% | -2.7% |
| 3M | -1.2% | -18.4% | +17.2% | -0.6% |
| 6M | -8.6% | -23.3% | +14.7% | -8.0% |
| YTD | +6.2% | -1.2% | +7.4% | +5.1% |
| 1Y | +21.1% | +2.3% | +18.8% | +18.9% |
| 3Y | +36.4% | +162.3% | -125.9% | +24.4% |
| 5Y | +11.4% | +287.2% | -275.9% | -3.4% |
| 10Y | +250.0% | +1,009.6% | -759.6% | +168.3% |
| All | +864.7% | +73.5% | +791.2% | +568.9% |
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