+5.3%
ES vs UEC
+21.1%
-15.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +0.9% |
| 7D | +2.7% | -3.8% | +6.5% | +2.8% |
| 30D | +7.6% | -13.5% | +21.1% | +7.9% |
| 3M | +0.5% | -40.5% | +41.0% | +1.7% |
| 6M | +7.6% | -56.7% | +64.3% | +9.7% |
| YTD | +10.2% | -43.0% | +53.2% | +11.1% |
| 1Y | +1.8% | -42.5% | +44.4% | +2.5% |
| 3Y | +55.4% | +11.6% | +43.8% | +50.1% |
| All | +5.3% | +21.1% | -15.8% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling