+88.3%
EXC vs UEC
+4.1%
+84.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.8% | -8.7% | -2.3% |
| 7D | -1.2% | -10.2% | +9.1% | -0.7% |
| 30D | +10.0% | -26.9% | +36.9% | +11.5% |
| 3M | +1.6% | -35.7% | +37.3% | +3.5% |
| 6M | +3.3% | -56.1% | +59.4% | +6.8% |
| YTD | +7.6% | -40.8% | +48.3% | +8.8% |
| 1Y | +3.5% | -43.4% | +46.8% | +4.6% |
| 3Y | +27.7% | +25.4% | +2.3% | +20.4% |
| 5Y | +41.1% | +51.1% | -10.0% | +27.4% |
| 10Y | +178.2% | +695.4% | -517.2% | +111.9% |
| All | +88.3% | +4.1% | +84.2% | +35.2% |
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