+686.6%
P vs UEC
+704.7%
-18.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.8% | -3.2% | +2.2% |
| 7D | -23.8% | -10.2% | -13.6% | -21.9% |
| 30D | -36.6% | -26.9% | -9.7% | -32.4% |
| 3M | +10.9% | -35.7% | +46.6% | +20.2% |
| 6M | +30.0% | -56.1% | +86.1% | +50.5% |
| YTD | +44.4% | -40.8% | +85.1% | +55.7% |
| 1Y | +3.9% | -43.4% | +47.3% | +12.1% |
| 3Y | +176.6% | +25.4% | +151.2% | +141.5% |
| 5Y | +249.3% | +51.1% | +198.2% | +171.4% |
| All | +686.6% | +704.7% | -18.1% | +322.0% |
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