+196.7%
TECH vs UEC
+765.9%
-569.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.1% | -10.0% | -0.8% |
| 7D | +0.2% | +1.5% | -1.2% | 0.0% |
| 30D | +0.5% | -17.1% | +17.6% | +1.9% |
| 3M | +0.9% | -32.3% | +33.2% | +3.8% |
| 6M | +51.0% | -49.7% | +100.8% | +58.4% |
| YTD | +24.4% | -34.8% | +59.1% | +26.0% |
| 1Y | +27.6% | -37.5% | +65.1% | +29.3% |
| 3Y | +29.9% | +37.1% | -7.1% | +16.1% |
| 5Y | -40.6% | +44.3% | -85.0% | -50.1% |
| 10Y | +196.7% | +737.4% | -540.6% | +103.9% |
| All | +196.7% | +765.9% | -569.2% | +103.9% |
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