+199.8%
EWT vs UEC
+146.8%
+53.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +9.4% | +1.9% | +7.4% | +8.7% |
| 3M | +10.9% | +8.9% | +2.0% | +8.9% |
| 6M | +57.9% | -14.5% | +72.4% | +58.5% |
| YTD | +75.9% | -0.7% | +76.6% | +72.5% |
| 1Y | +89.7% | -4.1% | +93.8% | +84.3% |
| All | +199.8% | +146.8% | +53.0% | +143.6% |
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 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