+562.6%
EMR vs UEC
+8.7%
+553.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -2.0% | +0.6% | -2.5% | -2.1% |
| 30D | +2.8% | -18.1% | +21.0% | +4.9% |
| 3M | +2.0% | -36.9% | +38.9% | +6.6% |
| 6M | +20.7% | -56.1% | +76.8% | +30.3% |
| YTD | +27.3% | -38.1% | +65.4% | +31.4% |
| 1Y | +31.0% | -41.7% | +72.7% | +35.6% |
| 3Y | +103.6% | +28.2% | +75.4% | +85.7% |
| 5Y | +88.6% | +31.7% | +56.9% | +62.3% |
| 10Y | +280.6% | +685.9% | -405.2% | +140.4% |
| All | +562.6% | +8.7% | +553.8% | +251.1% |
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