-44.9%
S vs UEC
+186.8%
-231.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | +1.0% |
| 7D | +1.4% | -5.2% | +6.5% | +2.6% |
| 30D | -10.8% | -22.0% | +11.2% | -5.6% |
| 3M | +5.4% | -37.0% | +42.4% | +16.3% |
| 6M | +41.2% | -52.7% | +93.9% | +63.2% |
| YTD | +56.2% | -38.6% | +94.8% | +62.1% |
| 1Y | +36.3% | -44.6% | +80.9% | +43.9% |
| 3Y | +49.4% | +27.1% | +22.3% | +7.8% |
| 5Y | -66.9% | +37.9% | -104.8% | -80.7% |
| All | -44.9% | +186.8% | -231.7% | -71.7% |
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