+17.9%
EIX vs UEC
+47.5%
-29.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.8% | -9.3% | -2.8% |
| 7D | +1.0% | -10.2% | +11.2% | +1.5% |
| 30D | +9.1% | -26.9% | +36.0% | +10.7% |
| 3M | -10.2% | -35.7% | +25.4% | -8.5% |
| 6M | -11.2% | -56.1% | +44.9% | -8.1% |
| YTD | +4.5% | -40.8% | +45.2% | +5.7% |
| 1Y | +10.9% | -43.4% | +54.2% | +12.1% |
| 3Y | +8.4% | +25.4% | -16.9% | +0.6% |
| All | +17.9% | +47.5% | -29.6% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling