+352.6%
EXEL vs UEC
+885.8%
-533.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +2.9% | -1.7% |
| 7D | -4.9% | -9.4% | +4.5% | -3.9% |
| 30D | +11.4% | -8.0% | +19.4% | +12.1% |
| 3M | +4.9% | -1.7% | +6.6% | +4.5% |
| 6M | +34.4% | -26.1% | +60.6% | +36.5% |
| YTD | +28.0% | -10.5% | +38.6% | +26.2% |
| 1Y | +43.6% | -13.3% | +56.9% | +40.4% |
| 3Y | +155.2% | +116.4% | +38.9% | +111.1% |
| 5Y | +181.2% | +225.5% | -44.4% | +101.6% |
| All | +352.6% | +885.8% | -533.3% | +141.3% |
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