+90.2%
NTR vs UEC
+480.6%
-390.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | +0.4% |
| 7D | -1.3% | -9.4% | +8.2% | +0.1% |
| 30D | +16.8% | -8.0% | +24.8% | +17.7% |
| 3M | +20.7% | -1.7% | +22.4% | +20.0% |
| 6M | +0.5% | -26.1% | +26.7% | +2.4% |
| YTD | +29.2% | -10.5% | +39.7% | +26.7% |
| 1Y | +39.6% | -13.3% | +52.9% | +35.4% |
| 3Y | +37.9% | +116.4% | -78.5% | +7.9% |
| 5Y | +47.1% | +225.5% | -178.5% | -1.4% |
| All | +90.2% | +480.6% | -390.4% | -10.0% |
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