+310.8%
EAT vs UEC
+616.1%
-305.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.4% | +0.7% |
| 7D | -4.0% | -3.8% | -0.2% | -3.5% |
| 30D | -2.9% | -13.5% | +10.6% | -0.8% |
| 3M | -16.9% | -40.5% | +23.6% | -10.3% |
| 6M | +57.0% | -56.7% | +113.6% | +75.9% |
| YTD | +38.2% | -43.0% | +81.2% | +44.7% |
| 1Y | +69.3% | -42.5% | +111.8% | +75.9% |
| 3Y | +483.0% | +11.6% | +471.4% | +401.1% |
| 5Y | +364.1% | +21.8% | +342.4% | +255.6% |
| All | +310.8% | +616.1% | -305.3% | +78.7% |
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