+56.3%
NYT vs UEC
+122.3%
-66.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.6% | +0.5% |
| 7D | -0.6% | -9.4% | +8.9% | -0.4% |
| 30D | +4.6% | -8.0% | +12.6% | +4.7% |
| 3M | -9.6% | -1.7% | -7.9% | -9.6% |
| 6M | -14.0% | -26.1% | +12.1% | -13.7% |
| YTD | -2.8% | -10.5% | +7.7% | -3.2% |
| 1Y | +15.6% | -13.3% | +28.9% | +14.5% |
| 3Y | +56.3% | +116.4% | -60.0% | +50.8% |
| All | +56.3% | +122.3% | -66.0% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling