+103.6%
EXE vs UEC
+278.7%
-175.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.1% |
| 7D | -1.8% | +2.6% | -4.4% | -2.1% |
| 30D | +6.4% | +5.6% | +0.8% | +5.3% |
| 3M | +9.2% | -5.7% | +15.0% | +8.9% |
| 6M | -7.0% | -8.0% | +1.1% | -8.3% |
| YTD | -9.5% | +1.8% | -11.3% | -13.4% |
| 1Y | +6.2% | +0.6% | +5.6% | -0.4% |
| 3Y | +20.7% | +155.2% | -134.4% | -11.8% |
| 5Y | +103.6% | +305.8% | -202.2% | +26.5% |
| All | +103.6% | +278.7% | -175.0% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling