+293.2%
UEC vs BTG
+385.9%
-92.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.9% |
| 7D | -0.2% | +2.4% | -2.6% | -1.0% |
| 30D | +1.9% | +9.5% | -7.6% | -0.7% |
| 3M | +8.9% | +38.5% | -29.6% | -1.3% |
| 6M | -14.5% | +5.6% | -20.1% | -16.2% |
| YTD | -0.7% | +23.9% | -24.6% | -7.1% |
| 1Y | -4.1% | +32.1% | -36.2% | -11.8% |
| 3Y | +148.9% | +103.2% | +45.7% | +99.2% |
| 5Y | +300.0% | +79.7% | +220.3% | +235.1% |
| 10Y | +994.3% | +159.1% | +835.2% | +693.5% |
| All | +293.2% | +385.9% | -92.6% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling