+142.8%
EFA vs UEC
+885.8%
-743.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.2% | +1.5% |
| 7D | -1.5% | -9.4% | +7.9% | -0.6% |
| 30D | -1.7% | -8.0% | +6.4% | -1.1% |
| 3M | +3.5% | -1.7% | +5.2% | +3.2% |
| 6M | +9.5% | -26.1% | +35.6% | +11.3% |
| YTD | +12.9% | -10.5% | +23.4% | +12.0% |
| 1Y | +18.2% | -13.3% | +31.5% | +16.5% |
| 3Y | +64.8% | +116.4% | -51.5% | +42.6% |
| 5Y | +53.9% | +225.5% | -171.7% | +20.5% |
| All | +142.8% | +885.8% | -743.1% | +49.0% |
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