+130.4%
EFV vs UEC
+0.2%
+130.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.4% | +0.6% |
| 7D | +2.5% | -3.8% | +6.3% | +2.8% |
| 30D | +2.9% | -13.5% | +16.4% | +4.1% |
| 3M | -1.4% | -40.5% | +39.1% | +2.8% |
| 6M | +5.5% | -56.7% | +62.2% | +12.5% |
| YTD | +16.1% | -43.0% | +59.0% | +19.5% |
| 1Y | +20.3% | -42.5% | +62.8% | +23.4% |
| 3Y | +90.4% | +11.6% | +78.9% | +76.3% |
| 5Y | +93.5% | +21.8% | +71.7% | +68.5% |
| 10Y | +161.5% | +623.9% | -462.4% | +69.5% |
| All | +130.4% | +0.2% | +130.3% | +27.3% |
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 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