+315.4%
ES vs UEC
+73.5%
+241.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | +0.3% | -6.9% | +7.2% | +0.6% |
| 30D | -2.0% | +7.6% | -9.6% | -2.3% |
| 3M | +1.7% | -18.4% | +20.1% | +2.1% |
| 6M | -3.5% | -23.3% | +19.7% | -3.2% |
| YTD | +7.9% | -1.2% | +9.1% | +7.0% |
| 1Y | +17.2% | +2.3% | +14.9% | +15.6% |
| 3Y | +29.3% | +162.3% | -133.0% | +20.6% |
| 5Y | -5.7% | +287.2% | -293.0% | -15.7% |
| 10Y | +85.2% | +1,009.6% | -924.4% | +48.4% |
| All | +315.4% | +73.5% | +241.9% | +217.9% |
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