-47.7%
QS vs UEC
+969.9%
-1,017.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.0% | +4.2% | +0.8% |
| 7D | -5.0% | -4.3% | -0.7% | -3.6% |
| 30D | -18.3% | -3.8% | -14.5% | -17.5% |
| 3M | -26.0% | +17.0% | -43.0% | -29.7% |
| 6M | -24.0% | -23.9% | -0.2% | -18.4% |
| YTD | -50.3% | -5.7% | -44.6% | -50.1% |
| 1Y | -38.0% | -12.5% | -25.4% | -37.3% |
| 3Y | -24.6% | +136.5% | -161.1% | -47.6% |
| 5Y | -75.4% | +243.3% | -318.7% | -85.0% |
| All | -47.7% | +969.9% | -1,017.6% | -56.1% |
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