+50.3%
EWZ vs UEC
+765.9%
-715.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.1% | -8.1% | +0.4% |
| 7D | +1.4% | +1.5% | -0.1% | +1.0% |
| 30D | -25.1% | -17.1% | -8.0% | -23.2% |
| 3M | -7.7% | -32.3% | +24.6% | -2.8% |
| 6M | -15.8% | -49.7% | +33.9% | -8.3% |
| YTD | +3.6% | -34.8% | +38.4% | +7.0% |
| 1Y | +5.5% | -37.5% | +43.0% | +9.0% |
| 3Y | +22.1% | +37.1% | -14.9% | +3.4% |
| 5Y | +58.3% | +44.3% | +14.0% | +20.9% |
| 10Y | +50.3% | +737.4% | -687.1% | -37.5% |
| All | +50.3% | +765.9% | -715.6% | -37.5% |
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