-24.7%
QS vs UEC
+146.8%
-171.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.4% | -4.2% | -5.7% |
| 7D | -4.2% | -0.2% | -4.0% | -4.1% |
| 30D | -15.7% | +1.9% | -17.6% | -16.4% |
| 3M | -28.7% | +8.9% | -37.6% | -31.1% |
| 6M | -23.2% | -14.5% | -8.8% | -20.3% |
| YTD | -49.9% | -0.7% | -49.2% | -50.2% |
| 1Y | -38.8% | -4.1% | -34.8% | -39.4% |
| All | -24.7% | +146.8% | -171.5% | -43.2% |
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