+116.4%
UEC vs BG
+18.0%
+98.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.7% | -3.4% | -4.8% |
| 7D | -9.4% | +3.1% | -12.6% | -10.0% |
| 30D | -8.0% | +10.2% | -18.2% | -10.1% |
| 3M | -1.7% | -1.7% | 0.0% | -1.4% |
| 6M | -26.1% | +1.0% | -27.1% | -26.9% |
| YTD | -10.5% | +39.9% | -50.4% | -18.6% |
| 1Y | -13.3% | +53.2% | -66.5% | -23.1% |
| 3Y | +116.4% | +16.3% | +100.1% | +111.7% |
| All | +116.4% | +18.0% | +98.4% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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