+273.0%
ELF vs UEC
+21.1%
+251.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.0% | +4.2% |
| 7D | +1.6% | -3.8% | +5.3% | +2.0% |
| 30D | +9.1% | -13.5% | +22.6% | +10.7% |
| 3M | +28.2% | -40.5% | +68.7% | +35.0% |
| 6M | +119.5% | -56.7% | +176.2% | +136.9% |
| YTD | +55.2% | -43.0% | +98.1% | +59.9% |
| 1Y | +58.6% | -42.5% | +101.1% | +62.8% |
| 3Y | +21.3% | +11.6% | +9.7% | +10.8% |
| All | +273.0% | +21.1% | +251.9% | +220.5% |
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 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