+440.8%
EL vs UEC
+73.5%
+367.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +3.0% |
| 7D | +0.8% | -6.9% | +7.7% | +1.4% |
| 30D | +19.8% | +7.6% | +12.2% | +19.1% |
| 3M | +25.7% | -18.4% | +44.1% | +27.2% |
| 6M | +5.4% | -23.3% | +28.7% | +6.6% |
| YTD | +0.2% | -1.2% | +1.4% | -1.1% |
| 1Y | +20.4% | +2.3% | +18.1% | +17.7% |
| 3Y | -32.1% | +162.3% | -194.4% | -40.0% |
| 5Y | -67.2% | +287.2% | -354.4% | -72.9% |
| 10Y | +31.7% | +1,009.6% | -977.9% | -7.9% |
| All | +440.8% | +73.5% | +367.2% | +245.0% |
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