+24.4%
NSC vs UEC
+47.5%
-23.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.8% | -9.6% | -3.3% |
| 7D | -6.6% | -10.2% | +3.6% | -6.0% |
| 30D | +2.2% | -26.9% | +29.1% | +4.1% |
| 3M | -6.2% | -35.7% | +29.5% | -3.9% |
| 6M | +1.7% | -56.1% | +57.8% | +6.3% |
| YTD | +12.2% | -40.8% | +53.0% | +13.7% |
| 1Y | +15.4% | -43.4% | +58.8% | +17.0% |
| 3Y | +73.3% | +25.4% | +48.0% | +57.5% |
| All | +24.4% | +47.5% | -23.2% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling