+313.1%
ES vs UEC
+4.1%
+309.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.8% | -9.7% | -3.1% |
| 7D | +1.9% | -10.2% | +12.1% | +2.2% |
| 30D | +7.1% | -26.9% | +34.0% | +8.2% |
| 3M | -1.9% | -35.7% | +33.7% | -0.5% |
| 6M | +4.4% | -56.1% | +60.5% | +7.0% |
| YTD | +7.3% | -40.8% | +48.1% | +8.4% |
| 1Y | +2.1% | -43.4% | +45.5% | +3.2% |
| 3Y | +41.8% | +25.4% | +16.5% | +36.2% |
| 5Y | +1.4% | +51.1% | -49.6% | -5.7% |
| 10Y | +86.8% | +695.4% | -608.6% | +51.4% |
| All | +313.1% | +4.1% | +309.1% | +221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling