+2,926.4%
V vs UEC
+354.3%
+2,572.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -1.7% | -6.9% | +5.2% | -1.2% |
| 30D | +2.0% | +7.6% | -5.7% | +1.2% |
| 3M | +17.4% | -18.4% | +35.7% | +18.4% |
| 6M | +17.5% | -23.3% | +40.8% | +18.3% |
| YTD | +7.6% | -1.2% | +8.8% | +5.5% |
| 1Y | +7.7% | +2.3% | +5.4% | +4.5% |
| 3Y | +54.7% | +162.3% | -107.6% | +34.2% |
| 5Y | +73.0% | +287.2% | -214.2% | +38.4% |
| 10Y | +390.9% | +1,009.6% | -618.8% | +225.6% |
| All | +2,926.4% | +354.3% | +2,572.1% | +1,731.0% |
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