+131.7%
EMB vs UEC
+283.4%
-151.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | 0.0% | -6.9% | +6.9% | +0.2% |
| 30D | -0.3% | +7.6% | -7.9% | -0.5% |
| 3M | -0.4% | -18.4% | +18.0% | -0.1% |
| 6M | +0.1% | -23.3% | +23.4% | +0.4% |
| YTD | +1.6% | -1.2% | +2.8% | +1.1% |
| 1Y | +5.6% | +2.3% | +3.3% | +4.8% |
| 3Y | +29.8% | +162.3% | -132.4% | +25.0% |
| 5Y | +7.3% | +287.2% | -280.0% | +1.1% |
| 10Y | +30.4% | +1,009.6% | -979.2% | +17.1% |
| All | +131.7% | +283.4% | -151.7% | +103.4% |
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