+153.4%
EXE vs UEC
+187.1%
-33.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.1% |
| 7D | +5.3% | -3.8% | +9.1% | +5.7% |
| 30D | -2.2% | -13.5% | +11.3% | -0.8% |
| 3M | -5.9% | -40.5% | +34.6% | -0.6% |
| 6M | -5.7% | -56.7% | +51.0% | +2.6% |
| YTD | -17.8% | -43.0% | +25.1% | -15.9% |
| 1Y | -23.1% | -42.5% | +19.4% | -21.8% |
| 3Y | +21.2% | +11.6% | +9.6% | +2.1% |
| 5Y | +78.8% | +21.8% | +57.1% | +35.5% |
| All | +153.4% | +187.1% | -33.6% | +64.1% |
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