+62.3%
NEM vs UEC
-8.9%
+71.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.0% | +3.0% | -0.4% |
| 7D | -3.3% | -4.3% | +1.0% | -2.0% |
| 30D | +7.8% | -3.8% | +11.7% | +8.7% |
| 3M | +36.3% | +17.0% | +19.3% | +29.1% |
| 6M | +6.6% | -23.9% | +30.5% | +11.9% |
| YTD | +27.1% | -5.7% | +32.8% | +27.5% |
| 1Y | +62.3% | -12.5% | +74.9% | +70.2% |
| All | +62.3% | -8.9% | +71.2% | +70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling