+803.5%
ENTG vs UEC
+631.2%
+172.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.3% | +0.6% |
| 7D | +22.8% | +4.9% | +17.9% | +21.5% |
| 30D | -4.9% | -17.5% | +12.6% | -0.6% |
| 3M | -4.8% | -40.1% | +35.3% | +5.7% |
| 6M | +5.6% | -56.1% | +61.7% | +24.4% |
| YTD | +82.4% | -41.8% | +124.2% | +100.4% |
| 1Y | +82.9% | -44.8% | +127.7% | +102.2% |
| 3Y | +62.1% | +20.6% | +41.6% | +43.6% |
| 5Y | +4.3% | +24.3% | -20.0% | -15.3% |
| All | +803.5% | +631.2% | +172.3% | +405.2% |
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