+48.4%
NU vs UEC
+217.9%
-169.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -1.0% |
| 7D | +6.0% | +2.6% | +3.4% | +5.3% |
| 30D | +10.8% | +5.6% | +5.2% | +8.9% |
| 3M | +32.2% | -5.7% | +37.9% | +31.8% |
| 6M | +5.1% | -8.0% | +13.2% | +3.3% |
| YTD | -8.4% | +1.8% | -10.2% | -13.3% |
| 1Y | +0.7% | +0.6% | +0.1% | -7.2% |
| 3Y | +125.1% | +155.2% | -30.0% | +40.6% |
| All | +48.4% | +217.9% | -169.5% | -30.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling