-42.8%
ETHA vs UEC
-16.4%
-26.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.2% | +8.4% | +4.6% |
| 7D | +3.5% | -9.4% | +12.9% | +6.1% |
| 30D | +35.3% | -8.0% | +43.3% | +37.4% |
| 3M | +50.9% | -1.7% | +52.6% | +49.9% |
| 6M | +22.1% | -26.1% | +48.3% | +27.7% |
| YTD | -14.6% | -10.5% | -4.0% | -12.5% |
| 1Y | -42.8% | -13.3% | -29.5% | -37.4% |
| All | -42.8% | -16.4% | -26.4% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling