+86.3%
ESI vs UEC
+156.3%
-70.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.5% | +0.1% |
| 7D | +5.4% | +2.6% | +2.8% | +5.0% |
| 30D | -4.2% | +5.6% | -9.8% | -5.1% |
| 3M | -9.6% | -5.7% | -3.9% | -9.8% |
| 6M | +18.3% | -8.0% | +26.4% | +17.5% |
| YTD | +45.8% | +1.8% | +44.0% | +42.4% |
| 1Y | +39.2% | +0.6% | +38.6% | +34.1% |
| 3Y | +86.3% | +155.2% | -68.9% | +49.8% |
| All | +86.3% | +156.3% | -70.0% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling