+902.5%
EAT vs UEC
+73.5%
+828.9%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | 0.0% | -6.9% | +6.9% | +0.9% |
| 30D | +1.9% | +7.6% | -5.8% | +0.7% |
| 3M | +68.7% | -18.4% | +87.0% | +71.1% |
| 6M | +66.9% | -23.3% | +90.2% | +69.0% |
| YTD | +60.4% | -1.2% | +61.6% | +56.3% |
| 1Y | +44.0% | +2.3% | +41.7% | +38.0% |
| 3Y | +604.7% | +162.3% | +442.4% | +476.2% |
| 5Y | +347.0% | +287.2% | +59.8% | +225.8% |
| 10Y | +390.8% | +1,009.6% | -618.9% | +181.7% |
| All | +902.5% | +73.5% | +828.9% | +333.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling