+128.2%
UEC vs BTG
+94.1%
+34.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.9% | -2.1% | -3.5% |
| 7D | -4.3% | -5.5% | +1.2% | -1.6% |
| 30D | -3.8% | +6.1% | -9.9% | -6.7% |
| 3M | +17.0% | +38.6% | -21.7% | -2.2% |
| 6M | -23.9% | +0.7% | -24.6% | -25.8% |
| YTD | -5.7% | +20.3% | -26.0% | -16.0% |
| 1Y | -12.5% | +25.0% | -37.6% | -23.6% |
| All | +128.2% | +94.1% | +34.1% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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