+62.0%
EW vs UEC
+37.5%
+24.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.1% | -7.6% | +2.1% |
| 7D | +12.3% | +1.5% | +10.8% | +12.1% |
| 30D | +22.9% | -17.1% | +40.0% | +23.7% |
| 3M | +16.7% | -32.3% | +49.0% | +18.3% |
| 6M | +31.0% | -49.7% | +80.7% | +33.9% |
| YTD | +22.8% | -34.8% | +57.6% | +23.6% |
| 1Y | +25.6% | -37.5% | +63.1% | +26.4% |
| 3Y | +62.0% | +37.1% | +24.9% | +49.3% |
| All | +62.0% | +37.5% | +24.4% | +49.3% |
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