+263.6%
EMR vs UEC
+939.6%
-676.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.0% | +3.7% | -0.6% |
| 7D | -1.2% | -4.3% | +3.0% | -0.7% |
| 30D | -9.4% | -3.8% | -5.6% | -9.2% |
| 3M | +8.6% | +17.0% | -8.4% | +5.6% |
| 6M | +6.7% | -23.9% | +30.6% | +8.9% |
| YTD | +13.1% | -5.7% | +18.7% | +11.4% |
| 1Y | +12.7% | -12.5% | +25.3% | +10.8% |
| 3Y | +58.1% | +136.5% | -78.4% | +28.6% |
| 5Y | +63.6% | +243.3% | -179.7% | +16.5% |
| All | +263.6% | +939.6% | -676.0% | +69.0% |
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