+14,546.7%
NVDA vs UEC
+885.8%
+13,660.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.1% | +1.0% |
| 7D | -5.1% | -9.4% | +4.3% | -3.3% |
| 30D | -2.5% | -8.0% | +5.5% | -1.2% |
| 3M | +6.7% | -1.7% | +8.4% | +6.3% |
| 6M | +17.6% | -26.1% | +43.8% | +21.9% |
| YTD | +17.3% | -10.5% | +27.9% | +15.4% |
| 1Y | +23.5% | -13.3% | +36.8% | +20.1% |
| 3Y | +384.6% | +116.4% | +268.3% | +270.6% |
| 5Y | +875.4% | +225.5% | +649.9% | +546.9% |
| All | +14,546.7% | +885.8% | +13,660.8% | +7,591.0% |
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