-91.8%
UUUU vs UEC
+74.4%
-166.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.7% |
| 7D | +1.8% | -0.2% | +2.0% | +1.9% |
| 30D | +1.8% | +1.9% | -0.1% | +0.9% |
| 3M | +1.3% | +8.9% | -7.7% | -2.5% |
| 6M | -26.8% | -14.5% | -12.3% | -20.1% |
| YTD | +0.1% | -0.7% | +0.8% | +4.0% |
| 1Y | +11.2% | -4.1% | +15.3% | +18.7% |
| 3Y | +97.7% | +148.9% | -51.2% | +39.3% |
| 5Y | +127.3% | +300.0% | -172.7% | +36.4% |
| 10Y | +532.6% | +994.3% | -461.7% | +149.5% |
| All | -91.8% | +74.4% | -166.3% | -97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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