+451.0%
EXPD vs UEC
+4.1%
+446.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.8% | -9.0% | -2.7% |
| 7D | -7.2% | -10.2% | +3.1% | -6.5% |
| 30D | -3.3% | -26.9% | +23.7% | -1.3% |
| 3M | +3.4% | -35.7% | +39.1% | +6.2% |
| 6M | +22.7% | -56.1% | +78.8% | +28.6% |
| YTD | +24.5% | -40.8% | +65.3% | +26.7% |
| 1Y | +38.6% | -43.4% | +82.0% | +41.1% |
| 3Y | +71.5% | +25.4% | +46.1% | +58.9% |
| 5Y | +56.2% | +51.1% | +5.2% | +36.9% |
| 10Y | +310.5% | +695.4% | -385.0% | +188.2% |
| All | +451.0% | +4.1% | +446.9% | +268.7% |
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