+462.3%
NFLX vs UEC
+623.0%
-160.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.9% |
| 7D | -2.8% | +0.6% | -3.3% | -3.0% |
| 30D | -8.6% | -18.1% | +9.5% | -6.9% |
| 3M | -13.7% | -36.9% | +23.2% | -9.9% |
| 6M | -24.5% | -56.1% | +31.6% | -18.6% |
| YTD | -31.2% | -38.1% | +6.9% | -30.0% |
| 1Y | -43.2% | -41.7% | -1.5% | -42.1% |
| 3Y | +44.3% | +28.2% | +16.1% | +26.3% |
| 5Y | -1.9% | +31.7% | -33.5% | -20.1% |
| 10Y | +462.3% | +685.9% | -223.6% | +226.7% |
| All | +462.3% | +623.0% | -160.7% | +226.7% |
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