+1,381.0%
NET vs UEC
+626.3%
+754.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -1.4% |
| 7D | -16.4% | -13.8% | -2.6% | -13.3% |
| 30D | -25.8% | -23.1% | -2.7% | -21.3% |
| 3M | -11.5% | -31.5% | +20.0% | -4.0% |
| 6M | +18.9% | -51.5% | +70.4% | +37.5% |
| YTD | +35.2% | -38.4% | +73.7% | +43.5% |
| 1Y | +14.5% | -44.7% | +59.1% | +23.7% |
| 3Y | +313.8% | +24.4% | +289.4% | +230.6% |
| 5Y | +32.6% | +57.3% | -24.8% | -7.2% |
| All | +1,381.0% | +626.3% | +754.7% | +599.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling