+326.6%
EXPD vs UEC
+616.1%
-289.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.3% |
| 7D | +5.5% | -3.8% | +9.3% | +5.8% |
| 30D | -0.8% | -13.5% | +12.7% | 0.0% |
| 3M | +4.1% | -40.5% | +44.6% | +7.4% |
| 6M | +25.7% | -56.7% | +82.3% | +31.7% |
| YTD | +31.4% | -43.0% | +74.4% | +33.7% |
| 1Y | +42.2% | -42.5% | +84.7% | +44.2% |
| 3Y | +77.2% | +11.6% | +65.6% | +64.1% |
| 5Y | +61.0% | +21.8% | +39.2% | +41.2% |
| All | +326.6% | +616.1% | -289.5% | +204.0% |
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