+75.0%
NSC vs UEC
+18.1%
+56.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.5% |
| 7D | +2.5% | -3.8% | +6.2% | +2.6% |
| 30D | +1.7% | -13.5% | +15.2% | +2.2% |
| 3M | -2.6% | -40.5% | +37.9% | -0.8% |
| 6M | +6.4% | -56.7% | +63.1% | +9.6% |
| YTD | +15.5% | -43.0% | +58.5% | +16.4% |
| 1Y | +17.6% | -42.5% | +60.1% | +18.1% |
| 3Y | +75.0% | +11.6% | +63.4% | +62.0% |
| All | +75.0% | +18.1% | +56.9% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling