+136.8%
EFV vs UEC
+73.5%
+63.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.5% | -6.9% | +8.4% | +2.2% |
| 30D | +1.7% | +7.6% | -5.9% | +0.8% |
| 3M | +8.6% | -18.4% | +27.0% | +9.9% |
| 6M | +11.7% | -23.3% | +34.9% | +12.9% |
| YTD | +19.3% | -1.2% | +20.5% | +17.2% |
| 1Y | +30.2% | +2.3% | +27.9% | +26.3% |
| 3Y | +91.6% | +162.3% | -70.7% | +63.8% |
| 5Y | +96.4% | +287.2% | -190.9% | +52.8% |
| 10Y | +166.5% | +1,009.6% | -843.1% | +66.4% |
| All | +136.8% | +73.5% | +63.2% | +24.8% |
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