+329.0%
NEM vs UEC
+73.5%
+255.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +0.3% | -6.9% | +7.2% | +1.1% |
| 30D | +23.1% | +7.6% | +15.4% | +22.0% |
| 3M | +18.5% | -18.4% | +36.9% | +20.8% |
| 6M | +7.8% | -23.3% | +31.1% | +10.0% |
| YTD | +29.1% | -1.2% | +30.3% | +28.2% |
| 1Y | +72.7% | +2.3% | +70.4% | +69.9% |
| 3Y | +248.7% | +162.3% | +86.5% | +203.1% |
| 5Y | +148.7% | +287.2% | -138.6% | +97.3% |
| 10Y | +304.8% | +1,009.6% | -704.8% | +158.1% |
| All | +329.0% | +73.5% | +255.4% | +126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling