+364.2%
ELF vs UEC
+765.9%
-401.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.1% | -7.4% | +1.7% |
| 7D | +7.8% | +1.5% | +6.4% | +7.6% |
| 30D | +9.3% | -17.1% | +26.3% | +11.3% |
| 3M | +21.2% | -32.3% | +53.5% | +25.8% |
| 6M | +96.1% | -49.7% | +145.8% | +107.9% |
| YTD | +57.0% | -34.8% | +91.7% | +59.7% |
| 1Y | +61.9% | -37.5% | +99.4% | +65.1% |
| 3Y | +20.0% | +37.1% | -17.0% | +7.8% |
| 5Y | +284.8% | +44.3% | +240.4% | +223.9% |
| 10Y | +364.2% | +737.4% | -373.1% | +200.8% |
| All | +364.2% | +765.9% | -401.7% | +200.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling