+311.7%
EXEL vs UEC
+616.1%
-304.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.0% |
| 7D | -0.8% | -3.8% | +2.9% | -0.5% |
| 30D | +13.1% | -13.5% | +26.6% | +14.7% |
| 3M | +36.3% | -40.5% | +76.8% | +43.1% |
| 6M | +34.5% | -56.7% | +91.2% | +44.7% |
| YTD | +57.4% | -43.0% | +100.4% | +62.1% |
| 1Y | +62.9% | -42.5% | +105.5% | +67.1% |
| 3Y | +229.5% | +11.6% | +218.0% | +194.4% |
| 5Y | +281.2% | +21.8% | +259.5% | +211.9% |
| All | +311.7% | +616.1% | -304.4% | +142.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling