+457.8%
EXEL vs UEC
+73.5%
+384.2%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +8.4% | -6.9% | +15.3% | +9.3% |
| 30D | +4.1% | +7.6% | -3.6% | +2.8% |
| 3M | +12.4% | -18.4% | +30.8% | +14.1% |
| 6M | +41.5% | -23.3% | +64.8% | +43.3% |
| YTD | +34.6% | -1.2% | +35.8% | +30.8% |
| 1Y | +57.9% | +2.3% | +55.6% | +50.4% |
| 3Y | +159.5% | +162.3% | -2.8% | +105.4% |
| 5Y | +198.5% | +287.2% | -88.8% | +105.2% |
| 10Y | +411.4% | +1,009.6% | -598.3% | +155.3% |
| All | +457.8% | +73.5% | +384.2% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling