+238.8%
EQX vs UEC
+742.7%
-503.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.8% | +2.8% |
| 7D | -3.2% | -9.4% | +6.2% | -1.1% |
| 30D | +7.8% | -8.0% | +15.8% | +9.6% |
| 3M | +21.3% | -1.7% | +23.0% | +21.7% |
| 6M | -22.4% | -26.1% | +3.7% | -17.9% |
| YTD | -11.3% | -10.5% | -0.8% | -10.0% |
| 1Y | +13.5% | -13.3% | +26.8% | +14.7% |
| 3Y | +162.1% | +116.4% | +45.8% | +110.7% |
| 5Y | +84.2% | +225.5% | -141.3% | +31.0% |
| All | +238.8% | +742.7% | -503.9% | +110.3% |
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 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