+198.5%
EXEL vs UEC
+289.3%
-90.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.3% |
| 7D | -0.3% | -0.2% | -0.2% | -0.3% |
| 30D | +10.1% | +1.9% | +8.2% | +9.8% |
| 3M | +10.1% | +8.9% | +1.2% | +9.0% |
| 6M | +37.7% | -14.5% | +52.1% | +37.6% |
| YTD | +33.1% | -0.7% | +33.8% | +31.0% |
| 1Y | +52.4% | -4.1% | +56.4% | +49.1% |
| 3Y | +163.8% | +148.9% | +14.9% | +127.5% |
| 5Y | +198.5% | +300.0% | -101.5% | +124.0% |
| All | +198.5% | +289.3% | -90.7% | +124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling