+95.6%
NTR vs UEC
+560.6%
-465.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +1.1% |
| 7D | +3.8% | +2.6% | +1.3% | +3.5% |
| 30D | +25.2% | +5.6% | +19.6% | +23.9% |
| 3M | +21.0% | -5.7% | +26.7% | +20.6% |
| 6M | +7.6% | -8.0% | +15.6% | +6.2% |
| YTD | +32.9% | +1.8% | +31.1% | +28.0% |
| 1Y | +43.1% | +0.6% | +42.5% | +35.9% |
| 3Y | +41.6% | +155.2% | -113.6% | +8.2% |
| 5Y | +54.8% | +305.8% | -251.0% | +0.3% |
| All | +95.6% | +560.6% | -465.0% | -9.1% |
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 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