+6.4%
ELV vs UEC
+21.1%
-14.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | 0.0% |
| 7D | +1.0% | -3.8% | +4.7% | +1.0% |
| 30D | +0.4% | -13.5% | +13.9% | +0.7% |
| 3M | +8.4% | -40.5% | +48.9% | +10.1% |
| 6M | +8.4% | -56.7% | +65.1% | +11.1% |
| YTD | +24.4% | -43.0% | +67.4% | +25.1% |
| 1Y | +33.5% | -42.5% | +76.0% | +34.0% |
| 3Y | -2.1% | +11.6% | -13.6% | -8.2% |
| All | +6.4% | +21.1% | -14.7% | -3.0% |
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 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