+16.7%
ELF vs UEC
+20.6%
-3.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.9% | +1.8% | -3.5% |
| 7D | +3.4% | +4.9% | -1.6% | +2.8% |
| 30D | +5.0% | -17.5% | +22.4% | +6.8% |
| 3M | +22.6% | -40.1% | +62.7% | +28.2% |
| 6M | +104.0% | -56.1% | +160.1% | +117.7% |
| YTD | +49.3% | -41.8% | +91.1% | +52.5% |
| 1Y | +46.0% | -44.8% | +90.8% | +49.5% |
| All | +16.7% | +20.6% | -3.9% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling