+159.9%
EXPE vs UEC
+933.9%
-774.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.0% | -10.9% | -8.3% |
| 7D | -9.8% | +2.6% | -12.3% | -10.1% |
| 30D | -11.5% | +5.6% | -17.1% | -12.4% |
| 3M | +21.7% | -5.7% | +27.4% | +21.4% |
| 6M | +10.4% | -8.0% | +18.4% | +9.1% |
| YTD | -2.5% | +1.8% | -4.3% | -6.4% |
| 1Y | +27.3% | +0.6% | +26.8% | +20.7% |
| 3Y | +153.5% | +155.2% | -1.6% | +99.0% |
| 5Y | +91.1% | +305.8% | -214.7% | +30.7% |
| All | +159.9% | +933.9% | -774.0% | +31.1% |
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