+255.0%
ELF vs UEC
+274.7%
-19.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | +5.4% | -6.9% | +12.3% | +6.1% |
| 30D | +27.0% | +7.6% | +19.3% | +25.9% |
| 3M | +113.2% | -18.4% | +131.6% | +116.1% |
| 6M | +36.6% | -23.3% | +59.8% | +38.0% |
| YTD | +44.2% | -1.2% | +45.4% | +40.7% |
| 1Y | -18.0% | +2.3% | -20.3% | -20.7% |
| 3Y | -19.9% | +162.3% | -182.2% | -33.0% |
| All | +255.0% | +274.7% | -19.6% | +168.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling