-40.6%
TECH vs UEC
+41.6%
-82.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.0% |
| 3M | +0.9% | -32.3% | +33.2% | +3.9% |
| 6M | +51.0% | -49.7% | +100.8% | +58.7% |
| YTD | +24.4% | -34.8% | +59.1% | +25.8% |
| 1Y | +27.6% | -37.5% | +65.1% | +29.0% |
| 3Y | +29.9% | +37.1% | -7.1% | +12.2% |
| 5Y | -40.6% | +44.3% | -85.0% | -54.6% |
| All | -40.6% | +41.6% | -82.3% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling