+35.9%
EIX vs UEC
+616.1%
-580.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | +1.4% | -3.8% | +5.1% | +1.6% |
| 30D | +8.5% | -13.5% | +22.1% | +9.4% |
| 3M | -13.5% | -40.5% | +27.0% | -10.9% |
| 6M | -12.4% | -56.7% | +44.3% | -8.4% |
| YTD | +5.9% | -43.0% | +48.9% | +7.8% |
| 1Y | +7.6% | -42.5% | +50.1% | +9.1% |
| 3Y | +12.8% | +11.6% | +1.2% | +5.4% |
| 5Y | +19.2% | +21.8% | -2.5% | +6.0% |
| All | +35.9% | +616.1% | -580.3% | -7.3% |
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 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