+568.2%
EXEL vs UEC
+8.7%
+559.5%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.1% |
| 7D | -2.8% | +0.6% | -3.4% | -3.0% |
| 30D | +18.2% | -18.1% | +36.3% | +20.8% |
| 3M | +37.7% | -36.9% | +74.6% | +44.9% |
| 6M | +42.2% | -56.1% | +98.3% | +54.7% |
| YTD | +61.3% | -38.1% | +99.4% | +65.5% |
| 1Y | +64.5% | -41.7% | +106.2% | +69.3% |
| 3Y | +236.7% | +28.2% | +208.5% | +192.6% |
| 5Y | +296.3% | +31.7% | +264.6% | +217.9% |
| 10Y | +331.1% | +685.9% | -354.8% | +123.7% |
| All | +568.2% | +8.7% | +559.5% | +182.7% |
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