+482.9%
EFX vs UEC
+73.5%
+409.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.6% | -6.4% |
| 7D | -8.6% | -6.9% | -1.7% | -8.1% |
| 30D | +0.1% | +7.6% | -7.5% | -0.6% |
| 3M | +3.8% | -18.4% | +22.2% | +4.7% |
| 6M | -13.5% | -23.3% | +9.8% | -12.9% |
| YTD | -17.7% | -1.2% | -16.5% | -19.3% |
| 1Y | -25.6% | +2.3% | -27.9% | -28.0% |
| 3Y | -12.1% | +162.3% | -174.4% | -24.0% |
| 5Y | -33.8% | +287.2% | -321.1% | -46.9% |
| 10Y | +45.1% | +1,009.6% | -964.5% | -2.7% |
| All | +482.9% | +73.5% | +409.4% | +223.8% |
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