+32.2%
EEM vs UEC
+21.1%
+11.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +2.7% | -3.8% | +6.4% | +3.1% |
| 30D | -5.4% | -13.5% | +8.1% | -4.0% |
| 3M | -8.6% | -40.5% | +31.8% | -3.8% |
| 6M | -8.9% | -56.7% | +47.8% | -1.6% |
| YTD | +11.9% | -43.0% | +54.9% | +16.9% |
| 1Y | +13.1% | -42.5% | +55.6% | +17.7% |
| 3Y | +70.7% | +11.6% | +59.1% | +60.2% |
| All | +32.2% | +21.1% | +11.1% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling