+190.4%
T vs UEC
+7.8%
+182.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.5% | +0.9% |
| 7D | +2.6% | -5.2% | +7.7% | +2.7% |
| 30D | -1.1% | -22.0% | +20.9% | -0.1% |
| 3M | -7.7% | -37.0% | +29.3% | -6.1% |
| 6M | -10.6% | -52.7% | +42.1% | -8.2% |
| YTD | -7.5% | -38.6% | +31.2% | -6.8% |
| 1Y | -7.4% | -44.6% | +37.2% | -6.5% |
| 3Y | +63.1% | +27.1% | +35.9% | +54.2% |
| 5Y | +55.2% | +37.9% | +17.3% | +41.7% |
| 10Y | +58.8% | +631.6% | -572.8% | +23.6% |
| All | +190.4% | +7.8% | +182.6% | +99.7% |
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 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