+272.1%
ELV vs UEC
+885.8%
-613.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -9.9% | +15.4% | +6.2% |
| 7D | +2.8% | -9.4% | +12.2% | +3.4% |
| 30D | +4.9% | -8.0% | +12.9% | +5.2% |
| 3M | +4.9% | -1.7% | +6.6% | +4.6% |
| 6M | +45.1% | -26.1% | +71.2% | +46.3% |
| YTD | +20.7% | -10.5% | +31.2% | +19.2% |
| 1Y | +35.0% | -13.3% | +48.3% | +32.7% |
| 3Y | -2.4% | +116.4% | -118.8% | -14.5% |
| 5Y | +25.5% | +225.5% | -200.1% | -0.1% |
| All | +272.1% | +885.8% | -613.7% | +131.0% |
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