-4.1%
EIX vs UEC
+151.4%
-155.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -19.1% | -6.9% | -12.2% | -19.0% |
| 30D | -16.9% | +7.6% | -24.6% | -17.1% |
| 3M | -20.0% | -18.4% | -1.6% | -19.7% |
| 6M | -21.3% | -23.3% | +2.0% | -21.0% |
| YTD | -1.7% | -1.2% | -0.5% | -2.3% |
| 1Y | +9.6% | +2.3% | +7.3% | +8.2% |
| All | -4.1% | +151.4% | -155.5% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling