+69.2%
EXPD vs UEC
+157.0%
-87.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -1.1% | -6.9% | +5.8% | -1.0% |
| 30D | +4.1% | +7.6% | -3.6% | +3.9% |
| 3M | +17.9% | -18.4% | +36.3% | +18.2% |
| 6M | +29.2% | -23.3% | +52.5% | +29.5% |
| YTD | +27.4% | -1.2% | +28.6% | +26.6% |
| 1Y | +56.8% | +2.3% | +54.5% | +54.8% |
| All | +69.2% | +157.0% | -87.8% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling