+40.8%
EWZ vs UEC
+4.1%
+36.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.8% | -6.1% | -0.3% |
| 7D | -1.5% | -10.2% | +8.8% | -0.1% |
| 30D | -24.5% | -26.9% | +2.4% | -21.3% |
| 3M | -10.7% | -35.7% | +25.0% | -5.6% |
| 6M | -19.1% | -56.1% | +37.0% | -10.6% |
| YTD | +1.6% | -40.8% | +42.4% | +6.3% |
| 1Y | +4.3% | -43.4% | +47.7% | +9.2% |
| 3Y | +19.0% | +25.4% | -6.4% | +4.1% |
| 5Y | +57.7% | +51.1% | +6.6% | +23.5% |
| 10Y | +51.3% | +695.4% | -644.1% | -22.4% |
| All | +40.8% | +4.1% | +36.7% | -42.7% |
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