+243.3%
UEC vs BG
+88.4%
+154.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -5.4% |
| 7D | -4.3% | +3.7% | -8.0% | -6.0% |
| 30D | -3.8% | +12.3% | -16.2% | -10.0% |
| 3M | +17.0% | -2.2% | +19.2% | +16.7% |
| 6M | -23.9% | +5.3% | -29.2% | -27.9% |
| YTD | -5.7% | +42.4% | -48.1% | -24.4% |
| 1Y | -12.5% | +55.2% | -67.7% | -34.2% |
| 3Y | +136.5% | +21.0% | +115.5% | +103.5% |
| 5Y | +243.3% | +87.1% | +156.2% | +56.8% |
| All | +243.3% | +88.4% | +154.9% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling