+66.9%
T vs UEC
+939.6%
-872.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.0% | +6.6% | +1.8% |
| 7D | -2.4% | -4.3% | +1.8% | -2.2% |
| 30D | +4.3% | -3.8% | +8.1% | +4.3% |
| 3M | +11.6% | +17.0% | -5.4% | +10.3% |
| 6M | -5.6% | -23.9% | +18.3% | -5.1% |
| YTD | +6.6% | -5.7% | +12.2% | +5.3% |
| 1Y | -8.4% | -12.5% | +4.2% | -9.6% |
| 3Y | +107.8% | +136.5% | -28.6% | +86.4% |
| 5Y | +68.3% | +243.3% | -175.0% | +40.0% |
| All | +66.9% | +939.6% | -872.7% | +10.8% |
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 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