+267.0%
EWY vs UEC
+0.2%
+266.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.5% |
| 7D | +4.2% | -3.8% | +8.0% | +4.7% |
| 30D | -10.7% | -13.5% | +2.8% | -9.0% |
| 3M | -20.1% | -40.5% | +20.4% | -15.1% |
| 6M | -24.3% | -56.7% | +32.4% | -16.7% |
| YTD | +46.9% | -43.0% | +89.8% | +56.0% |
| 1Y | +55.2% | -42.5% | +97.7% | +64.0% |
| 3Y | +157.0% | +11.6% | +145.4% | +142.0% |
| 5Y | +98.9% | +21.8% | +77.1% | +74.9% |
| 10Y | +226.3% | +623.9% | -397.6% | +106.6% |
| All | +267.0% | +0.2% | +266.9% | +92.1% |
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