+250.5%
NEM vs UEC
+146.8%
+103.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.8% |
| 7D | +3.1% | -0.2% | +3.2% | +3.0% |
| 30D | +10.0% | +1.9% | +8.1% | +9.2% |
| 3M | +30.9% | +8.9% | +22.0% | +27.9% |
| 6M | +10.5% | -14.5% | +25.0% | +12.0% |
| YTD | +29.7% | -0.7% | +30.4% | +28.4% |
| 1Y | +71.1% | -4.1% | +75.2% | +69.1% |
| All | +250.5% | +146.8% | +103.7% | +193.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling