+151.5%
EXC vs UEC
+933.9%
-782.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.5% |
| 7D | +1.2% | +2.6% | -1.4% | +1.1% |
| 30D | -2.7% | +5.6% | -8.3% | -3.2% |
| 3M | -1.0% | -5.7% | +4.7% | -1.1% |
| 6M | -9.3% | -8.0% | -1.2% | -9.8% |
| YTD | +3.6% | +1.8% | +1.8% | +1.8% |
| 1Y | +5.9% | +0.6% | +5.3% | +3.3% |
| 3Y | +21.3% | +155.2% | -133.9% | +6.4% |
| 5Y | +46.2% | +305.8% | -259.6% | +16.2% |
| 10Y | +151.5% | +943.0% | -791.5% | +66.6% |
| All | +151.5% | +933.9% | -782.4% | +66.6% |
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