+22.9%
EIX vs UEC
+908.7%
-885.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.7% | -3.0% |
| 7D | +4.1% | -0.2% | +4.2% | +4.1% |
| 30D | -15.3% | +1.9% | -17.3% | -15.5% |
| 3M | -18.4% | +8.9% | -27.4% | -19.3% |
| 6M | -16.8% | -14.5% | -2.4% | -16.8% |
| YTD | -0.6% | -0.7% | +0.1% | -2.1% |
| 1Y | +10.7% | -4.1% | +14.7% | +8.4% |
| 3Y | -4.5% | +148.9% | -153.4% | -15.5% |
| 5Y | +24.0% | +300.0% | -276.0% | +0.9% |
| 10Y | +22.9% | +994.3% | -971.4% | -17.6% |
| All | +22.9% | +908.7% | -885.8% | -17.6% |
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