+506.1%
EMR vs UEC
+73.5%
+432.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.7% |
| 7D | -1.5% | -6.9% | +5.4% | -0.7% |
| 30D | -5.6% | +7.6% | -13.3% | -6.6% |
| 3M | +7.9% | -18.4% | +26.3% | +9.6% |
| 6M | +6.0% | -23.3% | +29.3% | +7.7% |
| YTD | +16.4% | -1.2% | +17.6% | +14.6% |
| 1Y | +16.6% | +2.3% | +14.3% | +13.2% |
| 3Y | +62.9% | +162.3% | -99.4% | +37.5% |
| 5Y | +60.1% | +287.2% | -227.2% | +22.3% |
| 10Y | +268.8% | +1,009.6% | -740.9% | +124.2% |
| All | +506.1% | +73.5% | +432.5% | +206.3% |
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