+28.2%
POET vs UEC
+885.8%
-857.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.2% | +9.8% | +5.7% |
| 7D | +0.4% | -9.4% | +9.8% | +2.6% |
| 30D | -10.4% | -8.0% | -2.4% | -8.9% |
| 3M | -29.3% | -1.7% | -27.6% | -28.8% |
| 6M | +6.9% | -26.1% | +33.0% | +12.2% |
| YTD | +25.6% | -10.5% | +36.1% | +26.6% |
| 1Y | +49.2% | -13.3% | +62.4% | +50.9% |
| 3Y | +128.4% | +116.4% | +12.1% | +90.6% |
| 5Y | -4.2% | +225.5% | -229.8% | -30.5% |
| All | +28.2% | +885.8% | -857.6% | -30.9% |
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