+285.1%
EQIX vs UEC
+616.1%
-331.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.6% |
| 7D | +4.1% | -3.8% | +7.8% | +4.3% |
| 30D | +5.8% | -13.5% | +19.3% | +6.9% |
| 3M | -1.4% | -40.5% | +39.1% | +2.4% |
| 6M | -1.2% | -56.7% | +55.4% | +4.5% |
| YTD | +39.6% | -43.0% | +82.6% | +43.1% |
| 1Y | +36.8% | -42.5% | +79.4% | +39.8% |
| 3Y | +47.3% | +11.6% | +35.7% | +37.4% |
| 5Y | +50.1% | +21.8% | +28.4% | +33.0% |
| All | +285.1% | +616.1% | -331.1% | +175.6% |
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