-9.8%
T vs UEC
-45.1%
+35.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | -0.1% |
| 7D | +2.5% | -3.8% | +6.3% | +2.4% |
| 30D | -3.8% | -13.5% | +9.7% | -4.5% |
| 3M | -8.7% | -40.5% | +31.7% | -11.1% |
| 6M | -8.1% | -56.7% | +48.5% | -11.2% |
| YTD | -6.4% | -43.0% | +36.5% | -8.5% |
| 1Y | -9.8% | -42.5% | +32.8% | -11.5% |
| All | -9.8% | -45.1% | +35.4% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling