+528.9%
ELV vs UEC
+73.5%
+455.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | +3.3% | -6.9% | +10.2% | +3.7% |
| 30D | +4.2% | +7.6% | -3.5% | +3.5% |
| 3M | -0.1% | -18.4% | +18.3% | +0.7% |
| 6M | +41.3% | -23.3% | +64.5% | +42.0% |
| YTD | +17.4% | -1.2% | +18.6% | +15.8% |
| 1Y | +35.1% | +2.3% | +32.8% | +31.9% |
| 3Y | -3.2% | +162.3% | -165.5% | -13.7% |
| 5Y | +15.6% | +287.2% | -271.6% | -3.5% |
| 10Y | +276.8% | +1,009.6% | -732.8% | +169.1% |
| All | +528.9% | +73.5% | +455.4% | +249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling