+295.3%
ESI vs UEC
+939.6%
-644.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.0% | +0.5% | -3.7% |
| 7D | -2.3% | -4.3% | +1.9% | -1.7% |
| 30D | -9.0% | -3.8% | -5.2% | -8.7% |
| 3M | -13.3% | +17.0% | -30.2% | -15.7% |
| 6M | +5.3% | -23.9% | +29.2% | +7.8% |
| YTD | +37.6% | -5.7% | +43.3% | +35.5% |
| 1Y | +33.6% | -12.5% | +46.1% | +31.0% |
| 3Y | +75.8% | +136.5% | -60.7% | +39.9% |
| 5Y | +68.6% | +243.3% | -174.7% | +15.9% |
| All | +295.3% | +939.6% | -644.3% | +88.8% |
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