+188.9%
TECH vs UEC
+908.7%
-719.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.1% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +0.3% | +1.9% | -1.6% | -0.1% |
| 3M | +32.9% | +8.9% | +24.0% | +31.2% |
| 6M | +32.1% | -14.5% | +46.5% | +31.8% |
| YTD | +23.4% | -0.7% | +24.1% | +20.8% |
| 1Y | +34.1% | -4.1% | +38.1% | +30.3% |
| 3Y | +2.2% | +148.9% | -146.7% | -13.7% |
| 5Y | -41.8% | +300.0% | -341.8% | -55.5% |
| 10Y | +188.9% | +994.3% | -805.4% | +83.9% |
| All | +188.9% | +908.7% | -719.8% | +83.9% |
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