+157.7%
NEM vs UEC
+289.3%
-131.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.7% |
| 7D | +3.1% | -0.2% | +3.2% | +3.0% |
| 30D | +10.0% | +1.9% | +8.1% | +9.5% |
| 3M | +30.9% | +8.9% | +22.0% | +28.7% |
| 6M | +10.5% | -14.5% | +25.0% | +11.8% |
| YTD | +29.7% | -0.7% | +30.4% | +28.7% |
| 1Y | +71.1% | -4.1% | +75.2% | +69.4% |
| 3Y | +252.1% | +148.9% | +103.2% | +200.9% |
| 5Y | +157.7% | +300.0% | -142.3% | +109.1% |
| All | +157.7% | +289.3% | -131.5% | +109.1% |
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 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