-54.2%
W vs UEC
+47.5%
-101.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.8% | -8.2% | -3.6% |
| 7D | -3.6% | -10.2% | +6.6% | -0.5% |
| 30D | +7.0% | -26.9% | +33.9% | +17.5% |
| 3M | +7.4% | -35.7% | +43.1% | +21.7% |
| 6M | +69.3% | -56.1% | +125.4% | +112.5% |
| YTD | +11.3% | -40.8% | +52.0% | +22.2% |
| 1Y | +13.2% | -43.4% | +56.6% | +24.2% |
| 3Y | +142.0% | +25.4% | +116.7% | +69.7% |
| All | -54.2% | +47.5% | -101.8% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling