+1,502.1%
QLD vs UEC
+616.1%
+886.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.9% |
| 7D | +7.0% | -3.8% | +10.8% | +8.0% |
| 30D | -14.3% | -13.5% | -0.8% | -11.1% |
| 3M | -16.0% | -40.5% | +24.5% | -5.1% |
| 6M | -14.2% | -56.7% | +42.4% | +3.6% |
| YTD | +12.8% | -43.0% | +55.7% | +24.2% |
| 1Y | +14.1% | -42.5% | +56.6% | +24.5% |
| 3Y | +146.0% | +11.6% | +134.4% | +107.2% |
| 5Y | +82.0% | +21.8% | +60.3% | +35.6% |
| All | +1,502.1% | +616.1% | +886.0% | +537.8% |
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 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