+326.9%
NSC vs UEC
+933.9%
-607.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.8% |
| 7D | -1.5% | +2.6% | -4.1% | -1.8% |
| 30D | -1.9% | +5.6% | -7.5% | -2.7% |
| 3M | +6.2% | -5.7% | +11.9% | +6.0% |
| 6M | +9.2% | -8.0% | +17.2% | +8.2% |
| YTD | +15.0% | +1.8% | +13.2% | +11.9% |
| 1Y | +21.1% | +0.6% | +20.5% | +16.5% |
| 3Y | +78.6% | +155.2% | -76.6% | +47.4% |
| 5Y | +45.9% | +305.8% | -259.9% | +4.9% |
| 10Y | +326.9% | +943.0% | -616.1% | +118.3% |
| All | +326.9% | +933.9% | -607.1% | +118.3% |
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