+1,351.8%
QLD vs UEC
+704.7%
+647.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.2% | +0.8% |
| 7D | -10.3% | -10.2% | 0.0% | -7.7% |
| 30D | -26.1% | -26.9% | +0.9% | -20.0% |
| 3M | -17.8% | -35.7% | +17.9% | -8.9% |
| 6M | -15.6% | -56.1% | +40.6% | +1.5% |
| YTD | +5.4% | -40.8% | +46.1% | +15.0% |
| 1Y | +5.2% | -43.4% | +48.6% | +15.3% |
| 3Y | +139.4% | +25.4% | +114.1% | +96.0% |
| 5Y | +66.7% | +51.1% | +15.6% | +18.3% |
| All | +1,351.8% | +704.7% | +647.2% | +486.7% |
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