+303.5%
EWY vs UEC
+885.8%
-582.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.2% | +8.4% | +4.0% |
| 7D | -0.1% | -9.4% | +9.4% | +1.3% |
| 30D | +7.3% | -8.0% | +15.3% | +8.3% |
| 3M | -5.1% | -1.7% | -3.4% | -5.1% |
| 6M | +42.1% | -26.1% | +68.2% | +47.0% |
| YTD | +94.1% | -10.5% | +104.6% | +95.4% |
| 1Y | +147.8% | -13.3% | +161.1% | +147.5% |
| 3Y | +222.9% | +116.4% | +106.6% | +175.1% |
| 5Y | +150.6% | +225.5% | -74.9% | +88.7% |
| All | +303.5% | +885.8% | -582.4% | +126.5% |
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