+513.6%
EWT vs UEC
+885.8%
-372.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.2% | +7.0% | +2.4% |
| 7D | -1.1% | -9.4% | +8.3% | -0.1% |
| 30D | +4.5% | -8.0% | +12.5% | +5.1% |
| 3M | +8.3% | -1.7% | +10.0% | +8.1% |
| 6M | +54.2% | -26.1% | +80.4% | +57.4% |
| YTD | +74.6% | -10.5% | +85.1% | +73.8% |
| 1Y | +84.9% | -13.3% | +98.2% | +82.9% |
| 3Y | +197.5% | +116.4% | +81.2% | +159.3% |
| 5Y | +150.6% | +225.5% | -75.0% | +98.8% |
| All | +513.6% | +885.8% | -372.2% | +293.8% |
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 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