-29.3%
ETHA vs UEC
+88.1%
-117.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.9% | +1.3% |
| 7D | -2.4% | -4.3% | +1.8% | -1.3% |
| 30D | +30.9% | -3.8% | +34.7% | +31.6% |
| 3M | +51.1% | +17.0% | +34.2% | +42.9% |
| 6M | +20.5% | -23.9% | +44.4% | +25.6% |
| YTD | -17.3% | -5.7% | -11.6% | -18.6% |
| 1Y | -43.2% | -12.5% | -30.7% | -44.5% |
| All | -29.3% | +88.1% | -117.3% | -49.1% |
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