+911.0%
NSC vs UEC
+7.8%
+903.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.6% | +1.2% |
| 7D | -3.4% | -5.2% | +1.7% | -3.1% |
| 30D | +3.6% | -22.0% | +25.6% | +5.7% |
| 3M | -1.4% | -37.0% | +35.6% | +2.3% |
| 6M | +6.0% | -52.7% | +58.7% | +11.8% |
| YTD | +15.5% | -38.6% | +54.1% | +17.7% |
| 1Y | +16.2% | -44.6% | +60.8% | +19.1% |
| 3Y | +76.9% | +27.1% | +49.8% | +60.4% |
| 5Y | +29.3% | +37.9% | -8.6% | +10.1% |
| 10Y | +298.3% | +631.6% | -333.4% | +152.6% |
| All | +911.0% | +7.8% | +903.2% | +425.4% |
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