+344.1%
NEM vs UEC
+616.1%
-272.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | -6.4% | -3.8% | -2.7% | -6.0% |
| 30D | +1.4% | -13.5% | +14.9% | +3.0% |
| 3M | -0.7% | -40.5% | +39.8% | +5.4% |
| 6M | -4.5% | -56.7% | +52.2% | +4.8% |
| YTD | +14.0% | -43.0% | +57.0% | +20.9% |
| 1Y | +27.3% | -42.5% | +69.8% | +34.6% |
| 3Y | +250.5% | +11.6% | +238.9% | +237.3% |
| 5Y | +121.1% | +21.8% | +99.3% | +102.8% |
| All | +344.1% | +616.1% | -272.0% | +255.9% |
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 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