+62.5%
T vs UEC
+631.2%
-568.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.6% | -0.1% |
| 7D | +1.6% | +4.9% | -3.3% | +1.4% |
| 30D | -2.9% | -17.5% | +14.5% | -2.2% |
| 3M | -7.5% | -40.1% | +32.6% | -5.5% |
| 6M | -9.9% | -56.1% | +46.2% | -6.9% |
| YTD | -6.4% | -41.8% | +35.3% | -5.6% |
| 1Y | -9.4% | -44.8% | +35.4% | -8.5% |
| 3Y | +64.9% | +20.6% | +44.3% | +53.4% |
| 5Y | +57.0% | +24.3% | +32.6% | +39.7% |
| All | +62.5% | +631.2% | -568.7% | +10.5% |
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