+332.6%
EXPD vs UEC
+765.9%
-433.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.1% | -7.4% | +2.0% |
| 7D | -5.5% | +1.5% | -6.9% | -5.6% |
| 30D | -1.9% | -17.1% | +15.2% | -0.8% |
| 3M | +6.1% | -32.3% | +38.4% | +8.5% |
| 6M | +21.6% | -49.7% | +71.4% | +26.1% |
| YTD | +27.9% | -34.8% | +62.6% | +29.0% |
| 1Y | +39.4% | -37.5% | +76.9% | +40.7% |
| 3Y | +72.7% | +37.1% | +35.6% | +57.5% |
| 5Y | +60.3% | +44.3% | +16.0% | +38.9% |
| 10Y | +332.6% | +737.4% | -404.8% | +202.5% |
| All | +332.6% | +765.9% | -433.3% | +202.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling