+200.4%
ESI vs UEC
+243.4%
-43.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.8% | -1.2% |
| 7D | +8.3% | +4.9% | +3.4% | +7.4% |
| 30D | -10.4% | -17.5% | +7.0% | -7.7% |
| 3M | -13.2% | -40.1% | +27.0% | -6.2% |
| 6M | -23.9% | -56.1% | +32.3% | -14.5% |
| YTD | +34.2% | -41.8% | +76.0% | +42.3% |
| 1Y | +22.2% | -44.8% | +67.0% | +30.1% |
| 3Y | +79.2% | +20.6% | +58.7% | +58.0% |
| 5Y | +38.1% | +24.3% | +13.8% | +11.4% |
| 10Y | +323.6% | +639.1% | -315.6% | +101.3% |
| All | +200.4% | +243.4% | -43.1% | +44.9% |
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