+46.0%
RF vs UEC
-2.6%
+48.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.9% | +7.7% | -1.0% |
| 7D | -1.6% | -20.5% | +18.9% | +0.9% |
| 30D | +5.0% | -35.9% | +40.9% | +10.3% |
| 3M | -10.0% | -39.6% | +29.6% | -5.3% |
| 6M | +3.3% | -55.3% | +58.6% | +11.3% |
| YTD | +7.9% | -44.5% | +52.5% | +12.1% |
| 1Y | +21.2% | -50.4% | +71.7% | +27.0% |
| 3Y | +105.8% | +12.1% | +93.7% | +85.2% |
| 5Y | +43.7% | +41.5% | +2.2% | +17.7% |
| 10Y | +289.4% | +644.8% | -355.4% | +130.0% |
| All | +46.0% | -2.6% | +48.5% | -24.8% |
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 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