+45.0%
ED vs UEC
+19.3%
+25.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.8% | -9.2% | -2.1% |
| 7D | +1.6% | -10.2% | +11.9% | +1.2% |
| 30D | +13.3% | -26.9% | +40.2% | +12.0% |
| 3M | +9.7% | -35.7% | +45.4% | +8.0% |
| 6M | +12.8% | -56.1% | +68.9% | +10.0% |
| YTD | +22.3% | -40.8% | +63.1% | +21.0% |
| 1Y | +26.3% | -43.4% | +69.7% | +25.0% |
| 3Y | +45.0% | +25.4% | +19.7% | +48.2% |
| All | +45.0% | +19.3% | +25.7% | +48.2% |
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