+80.1%
EXC vs UEC
+73.5%
+6.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | +0.3% | -6.9% | +7.2% | +0.6% |
| 30D | -3.7% | +7.6% | -11.4% | -4.2% |
| 3M | -1.3% | -18.4% | +17.1% | -0.7% |
| 6M | -9.7% | -23.3% | +13.6% | -9.3% |
| YTD | +2.9% | -1.2% | +4.1% | +1.6% |
| 1Y | +4.4% | +2.3% | +2.1% | +2.3% |
| 3Y | +22.2% | +162.3% | -140.1% | +10.9% |
| 5Y | +46.7% | +287.2% | -240.5% | +25.7% |
| 10Y | +155.3% | +1,009.6% | -854.3% | +91.3% |
| All | +80.1% | +73.5% | +6.6% | +26.3% |
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