+82.5%
O vs UEC
+623.0%
-540.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | 0.0% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | +9.4% | -18.1% | +27.5% | +10.6% |
| 3M | -2.4% | -36.9% | +34.5% | +0.2% |
| 6M | -1.9% | -56.1% | +54.2% | +2.7% |
| YTD | +10.5% | -38.1% | +48.6% | +11.7% |
| 1Y | +10.0% | -41.7% | +51.7% | +11.4% |
| 3Y | +40.5% | +28.2% | +12.3% | +28.3% |
| 5Y | +10.2% | +31.7% | -21.5% | -4.9% |
| 10Y | +82.5% | +685.9% | -603.4% | +11.6% |
| All | +82.5% | +623.0% | -540.5% | +11.6% |
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