+120.1%
NEM vs UEC
+23.6%
+96.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.9% | +1.0% | -3.9% |
| 7D | -5.9% | +4.9% | -10.8% | -6.7% |
| 30D | -2.6% | -17.5% | +14.9% | +0.4% |
| 3M | -4.2% | -40.1% | +35.9% | +3.9% |
| 6M | -5.5% | -56.1% | +50.7% | +7.0% |
| YTD | +13.5% | -41.8% | +55.3% | +22.8% |
| 1Y | +22.2% | -44.8% | +67.0% | +32.6% |
| 3Y | +249.0% | +20.6% | +228.4% | +230.9% |
| 5Y | +120.1% | +24.3% | +95.8% | +103.8% |
| All | +120.1% | +23.6% | +96.5% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling