+77.8%
NSC vs UEC
+20.6%
+57.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.9% | +6.7% | +1.0% |
| 7D | +1.6% | +4.9% | -3.3% | +1.4% |
| 30D | +4.2% | -17.5% | +21.7% | +4.9% |
| 3M | -0.2% | -40.1% | +39.9% | +1.6% |
| 6M | +7.6% | -56.1% | +63.7% | +10.7% |
| YTD | +17.4% | -41.8% | +59.2% | +18.2% |
| 1Y | +18.3% | -44.8% | +63.1% | +19.1% |
| All | +77.8% | +20.6% | +57.3% | +64.5% |
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