+142.0%
W vs UEC
+19.3%
+122.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.8% | -8.2% | -3.0% |
| 7D | -3.6% | -10.2% | +6.6% | -1.3% |
| 30D | +7.0% | -26.9% | +33.9% | +14.4% |
| 3M | +7.4% | -35.7% | +43.1% | +17.6% |
| 6M | +69.3% | -56.1% | +125.4% | +98.1% |
| YTD | +11.3% | -40.8% | +52.0% | +19.9% |
| 1Y | +13.2% | -43.4% | +56.6% | +22.1% |
| 3Y | +142.0% | +25.4% | +116.7% | +138.0% |
| All | +142.0% | +19.3% | +122.7% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling