+52.3%
EXEL vs UEC
-8.9%
+61.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | -1.4% |
| 7D | -2.9% | -4.3% | +1.4% | -2.8% |
| 30D | +11.9% | -3.8% | +15.7% | +12.0% |
| 3M | +9.2% | +17.0% | -7.8% | +8.7% |
| 6M | +39.1% | -23.9% | +63.0% | +38.9% |
| YTD | +31.0% | -5.7% | +36.7% | +31.8% |
| 1Y | +52.3% | -12.5% | +64.9% | +54.9% |
| All | +52.3% | -8.9% | +61.2% | +54.9% |
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