-29.4%
ETHA vs UEC
+96.9%
-126.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | +0.8% | -6.9% | +7.8% | +2.9% |
| 30D | +27.9% | +7.6% | +20.3% | +24.5% |
| 3M | +38.3% | -18.4% | +56.7% | +44.4% |
| 6M | +14.0% | -23.3% | +37.2% | +18.5% |
| YTD | -17.4% | -1.2% | -16.2% | -19.8% |
| 1Y | -42.7% | +2.3% | -45.0% | -46.5% |
| All | -29.4% | +96.9% | -126.3% | -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 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