+29.9%
TECH vs UEC
+37.5%
-7.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.1% | -10.0% | -0.3% |
| 7D | +0.2% | +1.5% | -1.2% | +0.1% |
| 30D | +0.5% | -17.1% | +17.6% | +1.1% |
| 3M | +0.9% | -32.3% | +33.2% | +2.2% |
| 6M | +51.0% | -49.7% | +100.8% | +54.2% |
| YTD | +24.4% | -34.8% | +59.1% | +25.0% |
| 1Y | +27.6% | -37.5% | +65.1% | +28.2% |
| 3Y | +29.9% | +37.1% | -7.1% | +22.8% |
| All | +29.9% | +37.5% | -7.6% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling