+110.7%
ED vs UEC
+908.7%
-798.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.7% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | +1.9% | +1.9% | 0.0% | +1.8% |
| 3M | +1.9% | +8.9% | -7.1% | +1.5% |
| 6M | -2.3% | -14.5% | +12.2% | -2.3% |
| YTD | +10.9% | -0.7% | +11.6% | +10.2% |
| 1Y | +14.5% | -4.1% | +18.6% | +13.6% |
| 3Y | +33.4% | +148.9% | -115.5% | +26.3% |
| 5Y | +67.3% | +300.0% | -232.7% | +51.8% |
| 10Y | +110.7% | +994.3% | -883.7% | +69.6% |
| All | +110.7% | +908.7% | -798.0% | +69.6% |
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 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