+66.4%
UEC vs BG
+142.0%
-75.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -0.2% | +0.5% | -0.7% | -0.5% |
| 30D | +1.9% | +10.3% | -8.4% | -4.3% |
| 3M | +8.9% | -1.9% | +10.8% | +7.8% |
| 6M | -14.5% | +5.2% | -19.7% | -19.3% |
| YTD | -0.7% | +41.2% | -41.8% | -20.2% |
| 1Y | -4.1% | +50.5% | -54.6% | -26.7% |
| 3Y | +148.9% | +19.9% | +129.0% | +108.4% |
| 5Y | +300.0% | +86.7% | +213.3% | +161.9% |
| 10Y | +994.3% | +167.5% | +826.9% | +446.6% |
| All | +66.4% | +142.0% | -75.6% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling