+156.9%
EEM vs UEC
+78.8%
+78.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.2% |
| 7D | +3.1% | +2.6% | +0.5% | +2.8% |
| 30D | +4.9% | +5.6% | -0.7% | +4.0% |
| 3M | +5.2% | -5.7% | +10.9% | +5.2% |
| 6M | +20.7% | -8.0% | +28.7% | +20.3% |
| YTD | +26.5% | +1.8% | +24.7% | +24.0% |
| 1Y | +37.8% | +0.6% | +37.3% | +33.9% |
| 3Y | +91.0% | +155.2% | -64.2% | +60.5% |
| 5Y | +47.0% | +305.8% | -258.8% | +9.5% |
| 10Y | +125.6% | +943.0% | -817.4% | +31.1% |
| All | +156.9% | +78.8% | +78.1% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling