+92.0%
EXEL vs UEC
-46.3%
+138.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +0.8% |
| 7D | +9.8% | -13.8% | +23.6% | +10.4% |
| 30D | +23.6% | -23.1% | +46.7% | +24.9% |
| 3M | +29.9% | -31.5% | +61.4% | +32.0% |
| 6M | +64.7% | -51.5% | +116.2% | +68.8% |
| YTD | +66.0% | -38.4% | +104.4% | +66.9% |
| 1Y | +92.0% | -44.7% | +136.6% | +95.1% |
| All | +92.0% | -46.3% | +138.3% | +95.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling