+194.6%
T vs UEC
+8.7%
+185.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.4% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | -1.0% | -18.1% | +17.1% | -0.3% |
| 3M | -8.1% | -36.9% | +28.8% | -6.5% |
| 6M | -8.3% | -56.1% | +47.8% | -5.5% |
| YTD | -6.1% | -38.1% | +32.0% | -5.5% |
| 1Y | -7.4% | -41.7% | +34.3% | -6.7% |
| 3Y | +65.4% | +28.2% | +37.3% | +56.3% |
| 5Y | +57.6% | +31.7% | +26.0% | +44.3% |
| 10Y | +61.4% | +685.9% | -624.5% | +25.2% |
| All | +194.6% | +8.7% | +185.9% | +102.5% |
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 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