+567.1%
EXEL vs UEC
+7.8%
+559.3%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.3% | -0.9% |
| 7D | -2.4% | -5.2% | +2.8% | -1.8% |
| 30D | +17.9% | -22.0% | +39.9% | +21.3% |
| 3M | +33.3% | -37.0% | +70.3% | +40.2% |
| 6M | +46.6% | -52.7% | +99.3% | +57.9% |
| YTD | +61.0% | -38.6% | +99.6% | +65.4% |
| 1Y | +70.4% | -44.6% | +115.0% | +76.5% |
| 3Y | +236.1% | +27.1% | +209.0% | +192.5% |
| 5Y | +284.8% | +37.9% | +247.0% | +206.5% |
| 10Y | +348.4% | +631.6% | -283.2% | +134.9% |
| All | +567.1% | +7.8% | +559.3% | +182.5% |
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