+334.3%
EXPD vs UEC
+623.0%
-288.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.8% |
| 7D | -1.6% | +0.6% | -2.1% | -1.7% |
| 30D | +0.6% | -18.1% | +18.7% | +1.8% |
| 3M | +9.8% | -36.9% | +46.7% | +12.8% |
| 6M | +25.8% | -56.1% | +81.9% | +31.7% |
| YTD | +31.3% | -38.1% | +69.4% | +32.9% |
| 1Y | +40.9% | -41.7% | +82.6% | +42.9% |
| 3Y | +74.7% | +28.2% | +46.5% | +60.1% |
| 5Y | +62.9% | +31.7% | +31.2% | +42.1% |
| 10Y | +334.3% | +685.9% | -351.5% | +210.1% |
| All | +334.3% | +623.0% | -288.7% | +210.1% |
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