+30.7%
EMB vs UEC
+908.7%
-878.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -0.3% | +1.9% | -2.2% | -0.4% |
| 3M | -0.3% | +8.9% | -9.2% | -0.8% |
| 6M | +0.7% | -14.5% | +15.2% | +0.8% |
| YTD | +1.3% | -0.7% | +1.9% | +0.5% |
| 1Y | +4.7% | -4.1% | +8.7% | +3.7% |
| 3Y | +30.1% | +148.9% | -118.8% | +22.5% |
| 5Y | +6.9% | +300.0% | -293.1% | -3.4% |
| 10Y | +30.7% | +994.3% | -963.6% | +8.5% |
| All | +30.7% | +908.7% | -878.0% | +8.5% |
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 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