+162.2%
W vs UEC
+908.7%
-746.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.8% |
| 7D | +5.9% | -0.2% | +6.1% | +5.9% |
| 30D | -3.0% | +1.9% | -5.0% | -4.1% |
| 3M | +40.3% | +8.9% | +31.4% | +36.2% |
| 6M | +32.2% | -14.5% | +46.7% | +33.3% |
| YTD | -0.3% | -0.7% | +0.4% | -4.8% |
| 1Y | +16.2% | -4.1% | +20.2% | +9.3% |
| 3Y | +40.7% | +148.9% | -108.2% | -8.5% |
| 5Y | -62.3% | +300.0% | -362.3% | -79.8% |
| 10Y | +162.2% | +994.3% | -832.1% | -19.8% |
| All | +162.2% | +908.7% | -746.5% | -19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling