+786.2%
EAT vs UEC
+14.6%
+771.7%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.1% | -11.6% | -2.7% |
| 7D | -3.9% | +1.5% | -5.4% | -4.3% |
| 30D | +5.0% | -17.1% | +22.1% | +7.1% |
| 3M | -9.6% | -32.3% | +22.7% | -5.9% |
| 6M | +46.8% | -49.7% | +96.5% | +56.7% |
| YTD | +41.8% | -34.8% | +76.6% | +44.7% |
| 1Y | +98.3% | -37.5% | +135.8% | +102.5% |
| 3Y | +503.1% | +37.1% | +466.0% | +434.0% |
| 5Y | +356.7% | +44.3% | +312.3% | +277.6% |
| 10Y | +349.8% | +737.4% | -387.6% | +167.5% |
| All | +786.2% | +14.6% | +771.7% | +301.5% |
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 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