+293.6%
ELF vs UEC
+1,000.9%
-707.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.0% | -7.9% | -5.2% |
| 7D | -1.2% | +2.6% | -3.8% | -1.5% |
| 30D | +5.9% | +5.6% | +0.3% | +5.1% |
| 3M | +99.5% | -5.7% | +105.2% | +99.3% |
| 6M | +26.5% | -8.0% | +34.6% | +25.5% |
| YTD | +37.2% | +1.8% | +35.4% | +33.5% |
| 1Y | -24.4% | +0.6% | -25.0% | -26.8% |
| 3Y | -23.3% | +155.2% | -178.5% | -35.7% |
| 5Y | +245.2% | +305.8% | -60.6% | +158.0% |
| All | +293.6% | +1,000.9% | -707.3% | +149.8% |
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