+125.7%
EEM vs UEC
+939.6%
-813.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.0% | +2.8% | -1.6% |
| 7D | -0.7% | -4.3% | +3.6% | -0.2% |
| 30D | +2.4% | -3.8% | +6.2% | +2.6% |
| 3M | +4.2% | +17.0% | -12.8% | +1.9% |
| 6M | +14.8% | -23.9% | +38.7% | +16.9% |
| YTD | +23.1% | -5.7% | +28.8% | +21.8% |
| 1Y | +32.5% | -12.5% | +45.1% | +30.8% |
| 3Y | +85.9% | +136.5% | -50.6% | +57.4% |
| 5Y | +43.6% | +243.3% | -199.7% | +8.4% |
| All | +125.7% | +939.6% | -813.9% | +29.0% |
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