+124.4%
EIX vs UEC
+73.5%
+50.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -19.1% | -6.9% | -12.2% | -18.8% |
| 30D | -16.9% | +7.6% | -24.6% | -17.3% |
| 3M | -20.0% | -18.4% | -1.6% | -19.5% |
| 6M | -21.3% | -23.3% | +2.0% | -20.9% |
| YTD | -1.7% | -1.2% | -0.5% | -2.8% |
| 1Y | +9.6% | +2.3% | +7.3% | +7.5% |
| 3Y | -3.7% | +162.3% | -165.9% | -12.1% |
| 5Y | +22.6% | +287.2% | -264.6% | +6.2% |
| 10Y | +17.7% | +1,009.6% | -991.9% | -9.8% |
| All | +124.4% | +73.5% | +50.8% | +61.0% |
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