+749.4%
ET vs UEC
+2.3%
+747.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.8% | +0.6% |
| 7D | +3.0% | +4.9% | -1.9% | +2.3% |
| 30D | -3.5% | -17.5% | +14.0% | -1.5% |
| 3M | -5.6% | -40.1% | +34.5% | -0.4% |
| 6M | +0.5% | -56.1% | +56.6% | +9.0% |
| YTD | +26.3% | -41.8% | +68.1% | +30.0% |
| 1Y | +25.7% | -44.8% | +70.5% | +29.5% |
| 3Y | +85.1% | +20.6% | +64.5% | +63.4% |
| 5Y | +216.4% | +24.3% | +192.1% | +160.5% |
| 10Y | +160.9% | +639.1% | -478.2% | +47.7% |
| All | +749.4% | +2.3% | +747.1% | +270.2% |
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