+372.7%
ETR vs UEC
+616.1%
-243.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | +1.2% | -3.8% | +4.9% | +1.3% |
| 30D | +7.0% | -13.5% | +20.5% | +7.7% |
| 3M | +4.6% | -40.5% | +45.1% | +7.2% |
| 6M | +0.1% | -56.7% | +56.8% | +3.9% |
| YTD | +23.2% | -43.0% | +66.2% | +25.1% |
| 1Y | +20.6% | -42.5% | +63.1% | +22.2% |
| 3Y | +156.3% | +11.6% | +144.7% | +143.4% |
| 5Y | +159.6% | +21.8% | +137.9% | +137.0% |
| All | +372.7% | +616.1% | -243.4% | +239.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling