+489.2%
EL vs UEC
+14.6%
+474.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.1% | -7.3% | +2.0% |
| 7D | +8.0% | +1.5% | +6.5% | +7.8% |
| 30D | +15.4% | -17.1% | +32.5% | +16.9% |
| 3M | +28.5% | -32.3% | +60.8% | +32.3% |
| 6M | +32.2% | -49.7% | +82.0% | +38.4% |
| YTD | +9.2% | -34.8% | +43.9% | +11.1% |
| 1Y | +30.8% | -37.5% | +68.3% | +33.2% |
| 3Y | +3.7% | +37.1% | -33.4% | -3.7% |
| 5Y | -64.8% | +44.3% | -109.1% | -68.6% |
| 10Y | +60.0% | +737.4% | -677.3% | +14.5% |
| All | +489.2% | +14.6% | +474.6% | +287.7% |
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