-60.8%
EOSE vs UEC
+1,115.1%
-1,175.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | +1.2% |
| 7D | +1.8% | -9.4% | +11.2% | +6.2% |
| 30D | -6.8% | -8.0% | +1.2% | -3.3% |
| 3M | -36.3% | -1.7% | -34.6% | -35.4% |
| 6M | -38.8% | -26.1% | -12.6% | -31.1% |
| YTD | -65.5% | -10.5% | -55.0% | -63.6% |
| 1Y | -45.3% | -13.3% | -32.0% | -42.4% |
| 3Y | +44.2% | +116.4% | -72.2% | -6.2% |
| 5Y | -69.5% | +225.5% | -295.0% | -84.5% |
| All | -60.8% | +1,115.1% | -1,175.9% | -85.0% |
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