-62.8%
QS vs UEC
+546.6%
-609.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.1% | -4.5% |
| 7D | -14.0% | -3.8% | -10.3% | -12.9% |
| 30D | -6.4% | -13.5% | +7.1% | -1.9% |
| 3M | -40.3% | -40.5% | +0.2% | -29.8% |
| 6M | -57.5% | -56.7% | -0.8% | -45.1% |
| YTD | -64.7% | -43.0% | -21.7% | -58.4% |
| 1Y | -72.9% | -42.5% | -30.3% | -68.2% |
| 3Y | -33.5% | +11.6% | -45.0% | -41.3% |
| 5Y | -90.5% | +21.8% | -112.3% | -92.8% |
| All | -62.8% | +546.6% | -609.4% | -63.5% |
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