+27.5%
QSR vs UEC
+122.3%
-94.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +0.7% |
| 7D | -4.0% | -9.4% | +5.4% | -3.8% |
| 30D | +2.8% | -8.0% | +10.8% | +2.9% |
| 3M | +5.1% | -1.7% | +6.8% | +5.0% |
| 6M | +8.8% | -26.1% | +35.0% | +9.1% |
| YTD | +14.8% | -10.5% | +25.4% | +13.5% |
| 1Y | +25.7% | -13.3% | +39.0% | +23.8% |
| 3Y | +27.5% | +116.4% | -88.8% | +9.0% |
| All | +27.5% | +122.3% | -94.8% | +9.0% |
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