+281.7%
EMR vs UEC
+617.0%
-335.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.7% | -0.4% |
| 7D | +0.7% | -5.2% | +5.8% | +1.3% |
| 30D | +3.5% | -22.0% | +25.5% | +6.8% |
| 3M | +5.9% | -37.0% | +42.9% | +12.0% |
| 6M | +19.4% | -52.7% | +72.1% | +29.9% |
| YTD | +27.7% | -38.6% | +66.3% | +32.8% |
| 1Y | +30.9% | -44.6% | +75.5% | +37.5% |
| 3Y | +104.2% | +27.1% | +77.1% | +81.0% |
| 5Y | +89.6% | +37.9% | +51.7% | +54.4% |
| All | +281.7% | +617.0% | -335.3% | +91.4% |
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 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