+314.0%
EAT vs UEC
+617.0%
-303.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.9% | +1.8% | -3.1% |
| 7D | -5.9% | -5.2% | -0.8% | -5.4% |
| 30D | +0.7% | -22.0% | +22.6% | +4.4% |
| 3M | -14.2% | -37.0% | +22.8% | -8.3% |
| 6M | +40.7% | -52.7% | +93.4% | +55.4% |
| YTD | +36.0% | -38.6% | +74.6% | +40.7% |
| 1Y | +83.1% | -44.6% | +127.6% | +91.5% |
| 3Y | +474.8% | +27.1% | +447.7% | +382.9% |
| 5Y | +347.6% | +37.9% | +309.7% | +235.4% |
| All | +314.0% | +617.0% | -303.0% | +78.5% |
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 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