+79.7%
EFX vs UEC
+616.1%
-536.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | -0.8% | -3.8% | +3.0% | -0.5% |
| 30D | +25.1% | -13.5% | +38.6% | +26.2% |
| 3M | +1.7% | -40.5% | +42.1% | +5.5% |
| 6M | +18.4% | -56.7% | +75.0% | +25.4% |
| YTD | -12.5% | -43.0% | +30.5% | -10.9% |
| 1Y | -8.1% | -42.5% | +34.5% | -6.8% |
| 3Y | +4.8% | +11.6% | -6.8% | -5.5% |
| 5Y | -30.1% | +21.8% | -51.9% | -41.0% |
| All | +79.7% | +616.1% | -536.4% | +15.0% |
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