+589.7%
NTAP vs UEC
+908.7%
-319.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -2.0% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | -7.0% | +1.9% | -9.0% | -7.5% |
| 3M | +12.3% | +8.9% | +3.4% | +10.3% |
| 6M | +85.1% | -14.5% | +99.6% | +85.1% |
| YTD | +74.8% | -0.7% | +75.5% | +69.8% |
| 1Y | +52.7% | -4.1% | +56.7% | +47.0% |
| 3Y | +147.7% | +148.9% | -1.3% | +99.7% |
| 5Y | +124.8% | +300.0% | -175.2% | +56.9% |
| 10Y | +589.7% | +994.3% | -404.6% | +252.2% |
| All | +589.7% | +908.7% | -319.0% | +252.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling