+146.4%
ED vs UEC
+616.1%
-469.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.4% | +1.4% |
| 7D | +2.1% | -3.8% | +5.8% | +2.1% |
| 30D | +10.4% | -13.5% | +23.9% | +10.6% |
| 3M | +12.5% | -40.5% | +53.0% | +13.5% |
| 6M | +14.9% | -56.7% | +71.6% | +16.5% |
| YTD | +24.8% | -43.0% | +67.8% | +25.3% |
| 1Y | +23.8% | -42.5% | +66.4% | +24.1% |
| 3Y | +51.6% | +11.6% | +40.1% | +46.7% |
| 5Y | +86.4% | +21.8% | +64.7% | +76.0% |
| All | +146.4% | +616.1% | -469.7% | +94.8% |
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