+283.6%
NLY vs UEC
+65.7%
+217.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.0% | +2.3% | -2.4% |
| 7D | -3.6% | -4.3% | +0.6% | -3.4% |
| 30D | -4.9% | -3.8% | -1.1% | -4.8% |
| 3M | +6.2% | +17.0% | -10.8% | +4.9% |
| 6M | +4.5% | -23.9% | +28.4% | +5.3% |
| YTD | +5.1% | -5.7% | +10.8% | +4.3% |
| 1Y | +13.5% | -12.5% | +26.1% | +12.4% |
| 3Y | +65.6% | +136.5% | -70.9% | +51.0% |
| 5Y | +26.9% | +243.3% | -216.4% | +10.1% |
| 10Y | +81.8% | +939.6% | -857.8% | +40.9% |
| All | +283.6% | +65.7% | +217.9% | +176.9% |
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