+388.2%
EWY vs UEC
+78.8%
+309.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.5% | +0.2% |
| 7D | +8.0% | +2.6% | +5.4% | +7.7% |
| 30D | +14.3% | +5.6% | +8.7% | +13.4% |
| 3M | +2.3% | -5.7% | +8.0% | +2.7% |
| 6M | +49.9% | -8.0% | +57.9% | +50.5% |
| YTD | +95.3% | +1.8% | +93.5% | +93.4% |
| 1Y | +161.7% | +0.6% | +161.1% | +156.8% |
| 3Y | +230.2% | +155.2% | +75.0% | +181.3% |
| 5Y | +148.1% | +305.8% | -157.7% | +88.7% |
| 10Y | +293.2% | +943.0% | -649.8% | +136.8% |
| All | +388.2% | +78.8% | +309.4% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling