+127.9%
EMB vs UEC
+140.2%
-12.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -0.4% | +0.6% | -1.0% | -0.4% |
| 30D | +1.5% | -18.1% | +19.7% | +1.9% |
| 3M | -1.6% | -36.9% | +35.3% | -0.7% |
| 6M | -1.5% | -56.1% | +54.6% | +0.1% |
| YTD | -0.1% | -38.1% | +38.0% | +0.5% |
| 1Y | +0.5% | -41.7% | +42.2% | +1.1% |
| 3Y | +30.2% | +28.2% | +2.0% | +27.4% |
| 5Y | +8.6% | +31.7% | -23.1% | +4.8% |
| 10Y | +36.9% | +685.9% | -649.0% | +23.9% |
| All | +127.9% | +140.2% | -12.3% | +102.1% |
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