+484.9%
EL vs UEC
+8.7%
+476.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.0% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +12.3% | -18.1% | +30.4% | +13.9% |
| 3M | +28.4% | -36.9% | +65.3% | +32.9% |
| 6M | +36.7% | -56.1% | +92.8% | +44.7% |
| YTD | +8.4% | -38.1% | +46.5% | +10.8% |
| 1Y | +25.4% | -41.7% | +67.1% | +28.4% |
| 3Y | +3.4% | +28.2% | -24.8% | -3.4% |
| 5Y | -64.8% | +31.7% | -96.5% | -68.4% |
| 10Y | +63.0% | +685.9% | -622.9% | +17.2% |
| All | +484.9% | +8.7% | +476.1% | +286.4% |
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