+67.2%
QLD vs UEC
+47.5%
+19.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.2% | +0.6% |
| 7D | -10.3% | -10.2% | 0.0% | -7.4% |
| 30D | -26.1% | -26.9% | +0.9% | -19.3% |
| 3M | -17.8% | -35.7% | +17.9% | -7.9% |
| 6M | -15.6% | -56.1% | +40.6% | +3.4% |
| YTD | +5.4% | -40.8% | +46.1% | +15.6% |
| 1Y | +5.2% | -43.4% | +48.6% | +15.9% |
| 3Y | +139.4% | +25.4% | +114.1% | +84.3% |
| All | +67.2% | +47.5% | +19.6% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling