+155.6%
ECL vs UEC
+908.7%
-753.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.9% |
| 7D | -2.7% | -0.2% | -2.6% | -2.7% |
| 30D | -4.3% | +1.9% | -6.2% | -4.6% |
| 3M | +3.2% | +8.9% | -5.7% | +1.8% |
| 6M | -2.9% | -14.5% | +11.6% | -2.9% |
| YTD | +4.3% | -0.7% | +4.9% | +2.2% |
| 1Y | +1.6% | -4.1% | +5.7% | -1.1% |
| 3Y | +54.3% | +148.9% | -94.7% | +30.1% |
| 5Y | +26.5% | +300.0% | -273.5% | -5.2% |
| 10Y | +155.6% | +994.3% | -838.8% | +42.5% |
| All | +155.6% | +908.7% | -753.1% | +42.5% |
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