+141.8%
EIX vs UEC
+7.8%
+134.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.0% | +0.4% |
| 7D | +1.0% | -5.2% | +6.1% | +1.2% |
| 30D | +8.9% | -22.0% | +30.8% | +10.1% |
| 3M | -9.8% | -37.0% | +27.2% | -7.9% |
| 6M | -10.2% | -52.7% | +42.5% | -7.4% |
| YTD | +5.9% | -38.6% | +44.6% | +7.1% |
| 1Y | +10.9% | -44.6% | +55.5% | +12.5% |
| 3Y | +10.2% | +27.1% | -16.9% | +4.4% |
| 5Y | +17.0% | +37.9% | -20.8% | +7.2% |
| 10Y | +35.1% | +631.6% | -596.6% | +5.7% |
| All | +141.8% | +7.8% | +134.0% | +77.5% |
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 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