+496.1%
TECH vs UEC
+73.5%
+422.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.1% | -6.9% | +7.0% | +0.6% |
| 30D | +0.7% | +7.6% | -6.9% | +0.1% |
| 3M | +36.3% | -18.4% | +54.7% | +37.5% |
| 6M | +25.6% | -23.3% | +48.8% | +26.4% |
| YTD | +23.7% | -1.2% | +24.9% | +22.0% |
| 1Y | +37.6% | +2.3% | +35.3% | +34.4% |
| 3Y | -6.6% | +162.3% | -168.9% | -16.8% |
| 5Y | -42.2% | +287.2% | -329.5% | -51.4% |
| 10Y | +187.6% | +1,009.6% | -822.0% | +113.0% |
| All | +496.1% | +73.5% | +422.6% | +309.1% |
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