+125.6%
EW vs UEC
+908.7%
-783.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.4% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -6.4% | +1.9% | -8.3% | -6.7% |
| 3M | -1.6% | +8.9% | -10.5% | -2.9% |
| 6M | +2.3% | -14.5% | +16.7% | +2.2% |
| YTD | +1.1% | -0.7% | +1.8% | -1.1% |
| 1Y | +8.0% | -4.1% | +12.0% | +4.9% |
| 3Y | +16.3% | +148.9% | -132.6% | -2.1% |
| 5Y | -29.4% | +300.0% | -329.4% | -46.3% |
| 10Y | +125.6% | +994.3% | -868.7% | +28.6% |
| All | +125.6% | +908.7% | -783.1% | +28.6% |
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