+23.1%
Q vs UEC
-48.5%
+71.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.8% | -0.5% | +4.4% |
| 7D | +0.3% | -10.2% | +10.5% | +3.3% |
| 30D | -9.8% | -26.9% | +17.1% | -2.1% |
| 3M | -12.2% | -35.7% | +23.5% | -2.5% |
| 6M | -21.6% | -56.1% | +34.5% | -5.7% |
| YTD | +43.6% | -40.8% | +84.3% | +59.2% |
| 1Y | +25.7% | -43.4% | +69.1% | +40.6% |
| All | +23.1% | -48.5% | +71.6% | +38.5% |
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