+290.1%
ETR vs UEC
+885.8%
-595.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | -0.1% |
| 7D | -1.8% | -9.4% | +7.6% | -1.3% |
| 30D | -1.8% | -8.0% | +6.3% | -1.5% |
| 3M | -3.6% | -1.7% | -1.9% | -3.8% |
| 6M | +2.6% | -26.1% | +28.8% | +3.4% |
| YTD | +16.0% | -10.5% | +26.6% | +15.2% |
| 1Y | +20.1% | -13.3% | +33.4% | +18.9% |
| 3Y | +143.6% | +116.4% | +27.2% | +122.8% |
| 5Y | +124.4% | +225.5% | -101.2% | +91.7% |
| All | +290.1% | +885.8% | -595.8% | +174.2% |
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 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