+1,065.2%
NRG vs UEC
+885.8%
+179.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.8% | +2.3% |
| 7D | -4.7% | -9.4% | +4.8% | -3.4% |
| 30D | -6.0% | -8.0% | +2.0% | -5.2% |
| 3M | -8.0% | -1.7% | -6.3% | -8.2% |
| 6M | -23.2% | -26.1% | +3.0% | -21.2% |
| YTD | -28.1% | -10.5% | -17.5% | -28.4% |
| 1Y | -27.3% | -13.3% | -14.0% | -27.8% |
| 3Y | +208.7% | +116.4% | +92.3% | +166.3% |
| 5Y | +197.7% | +225.5% | -27.9% | +131.0% |
| All | +1,065.2% | +885.8% | +179.3% | +562.6% |
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