+77.8%
ECL vs UEC
+19.3%
+58.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.8% | -8.5% | -1.8% |
| 7D | -0.8% | -10.2% | +9.5% | -0.5% |
| 30D | +8.1% | -26.9% | +35.0% | +8.8% |
| 3M | +6.4% | -35.7% | +42.0% | +7.3% |
| 6M | +14.8% | -56.1% | +70.9% | +16.5% |
| YTD | +15.5% | -40.8% | +56.2% | +16.5% |
| 1Y | +20.1% | -43.4% | +63.5% | +21.1% |
| 3Y | +77.8% | +25.4% | +52.4% | +70.5% |
| All | +77.8% | +19.3% | +58.4% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling