+558.6%
QQQ vs UEC
+885.8%
-327.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.0% | +1.5% |
| 7D | -0.6% | -9.4% | +8.9% | +0.6% |
| 30D | -1.2% | -8.0% | +6.8% | -0.5% |
| 3M | -0.2% | -1.7% | +1.5% | -0.5% |
| 6M | +17.9% | -26.1% | +44.1% | +20.4% |
| YTD | +16.6% | -10.5% | +27.2% | +15.4% |
| 1Y | +23.0% | -13.3% | +36.3% | +20.7% |
| 3Y | +92.9% | +116.4% | -23.4% | +61.2% |
| 5Y | +95.6% | +225.5% | -129.9% | +46.0% |
| All | +558.6% | +885.8% | -327.3% | +278.7% |
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