+176.1%
QLD vs UEC
+157.0%
+19.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | +0.6% | -6.9% | +7.5% | +2.2% |
| 30D | -0.1% | +7.6% | -7.8% | -2.3% |
| 3M | -8.4% | -18.4% | +10.0% | -5.3% |
| 6M | +32.2% | -23.3% | +55.5% | +36.4% |
| YTD | +28.9% | -1.2% | +30.1% | +24.6% |
| 1Y | +43.8% | +2.3% | +41.5% | +34.6% |
| All | +176.1% | +157.0% | +19.1% | +98.0% |
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 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