-90.0%
QS vs UEC
+23.6%
-113.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.9% | -1.9% | -5.5% |
| 7D | -5.6% | +4.9% | -10.5% | -7.3% |
| 30D | -5.8% | -17.5% | +11.7% | +1.3% |
| 3M | -39.2% | -40.1% | +1.0% | -26.5% |
| 6M | -53.9% | -56.1% | +2.2% | -37.8% |
| YTD | -62.8% | -41.8% | -21.0% | -55.4% |
| 1Y | -73.5% | -44.8% | -28.7% | -67.8% |
| 3Y | -29.1% | +20.6% | -49.6% | -43.5% |
| 5Y | -90.0% | +24.3% | -114.3% | -93.9% |
| All | -90.0% | +23.6% | -113.6% | -93.9% |
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