+882.4%
NSC vs UEC
+4.1%
+878.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.8% | -9.6% | -3.5% |
| 7D | -6.6% | -10.2% | +3.6% | -5.8% |
| 30D | +2.2% | -26.9% | +29.1% | +4.9% |
| 3M | -6.2% | -35.7% | +29.5% | -2.8% |
| 6M | +1.7% | -56.1% | +57.8% | +8.1% |
| YTD | +12.2% | -40.8% | +53.0% | +14.8% |
| 1Y | +15.4% | -43.4% | +58.8% | +18.0% |
| 3Y | +73.3% | +25.4% | +48.0% | +57.4% |
| 5Y | +24.7% | +51.1% | -26.4% | +5.1% |
| 10Y | +324.5% | +695.4% | -370.9% | +167.5% |
| All | +882.4% | +4.1% | +878.3% | +412.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling