+56.3%
RF vs UEC
+73.5%
-17.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +1.3% | -6.9% | +8.2% | +2.2% |
| 30D | -3.6% | +7.6% | -11.3% | -4.7% |
| 3M | +8.1% | -18.4% | +26.5% | +9.5% |
| 6M | +11.5% | -23.3% | +34.7% | +12.8% |
| YTD | +15.6% | -1.2% | +16.8% | +12.7% |
| 1Y | +15.7% | +2.3% | +13.4% | +10.9% |
| 3Y | +86.9% | +162.3% | -75.4% | +52.2% |
| 5Y | +89.8% | +287.2% | -197.4% | +37.6% |
| 10Y | +344.7% | +1,009.6% | -664.9% | +150.6% |
| All | +56.3% | +73.5% | -17.2% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling