+127.7%
EXPE vs UEC
+616.1%
-488.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | -0.5% | -3.8% | +3.3% | -0.1% |
| 30D | -6.1% | -13.5% | +7.4% | -4.7% |
| 3M | -21.3% | -40.5% | +19.2% | -16.9% |
| 6M | +19.0% | -56.7% | +75.7% | +29.4% |
| YTD | -8.4% | -43.0% | +34.6% | -6.1% |
| 1Y | -2.8% | -42.5% | +39.7% | -1.0% |
| 3Y | +120.8% | +11.6% | +109.2% | +92.5% |
| 5Y | +46.2% | +21.8% | +24.4% | +17.1% |
| All | +127.7% | +616.1% | -488.5% | +23.0% |
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