+133.1%
QSR vs UEC
+885.8%
-752.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +1.0% |
| 7D | -4.0% | -9.4% | +5.4% | -3.3% |
| 30D | +2.8% | -8.0% | +10.8% | +3.2% |
| 3M | +5.1% | -1.7% | +6.8% | +4.8% |
| 6M | +8.8% | -26.1% | +35.0% | +9.9% |
| YTD | +14.8% | -10.5% | +25.4% | +13.1% |
| 1Y | +25.7% | -13.3% | +39.0% | +23.0% |
| 3Y | +27.5% | +116.4% | -88.8% | +9.7% |
| 5Y | +41.3% | +225.5% | -184.3% | +9.2% |
| All | +133.1% | +885.8% | -752.8% | +38.8% |
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