+160.8%
EXEL vs UEC
+156.3%
+4.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.3% |
| 7D | +1.4% | +2.6% | -1.2% | +1.3% |
| 30D | +6.7% | +5.6% | +1.1% | +6.5% |
| 3M | +11.5% | -5.7% | +17.2% | +11.3% |
| 6M | +38.8% | -8.0% | +46.8% | +38.4% |
| YTD | +31.6% | +1.8% | +29.8% | +31.1% |
| 1Y | +53.0% | +0.6% | +52.4% | +52.2% |
| 3Y | +160.8% | +155.2% | +5.7% | +149.8% |
| All | +160.8% | +156.3% | +4.6% | +149.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling