+202.3%
ECL vs UEC
+616.1%
-413.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.8% |
| 7D | +2.9% | -3.8% | +6.6% | +3.1% |
| 30D | +7.5% | -13.5% | +21.0% | +8.6% |
| 3M | +12.2% | -40.5% | +52.7% | +16.9% |
| 6M | +24.6% | -56.7% | +81.2% | +32.5% |
| YTD | +18.8% | -43.0% | +61.7% | +21.8% |
| 1Y | +19.3% | -42.5% | +61.9% | +21.9% |
| 3Y | +78.2% | +11.6% | +66.6% | +62.2% |
| 5Y | +38.8% | +21.8% | +17.0% | +17.9% |
| All | +202.3% | +616.1% | -413.9% | +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