+241.5%
EME vs UEC
+146.8%
+94.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.9% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | -6.8% | +1.9% | -8.7% | -7.6% |
| 3M | -8.8% | +8.9% | -17.8% | -11.3% |
| 6M | +5.0% | -14.5% | +19.4% | +5.4% |
| YTD | +23.5% | -0.7% | +24.2% | +19.3% |
| 1Y | +21.3% | -4.1% | +25.4% | +16.1% |
| All | +241.5% | +146.8% | +94.7% | +169.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling