+131.2%
EXPE vs UEC
+37.5%
+93.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.1% | -10.1% | -0.5% |
| 7D | -13.3% | +1.5% | -14.8% | -13.4% |
| 30D | -5.5% | -17.1% | +11.6% | -4.7% |
| 3M | -16.5% | -32.3% | +15.9% | -15.1% |
| 6M | +13.1% | -49.7% | +62.8% | +16.2% |
| YTD | -8.0% | -34.8% | +26.8% | -8.9% |
| 1Y | +1.1% | -37.5% | +38.6% | +0.1% |
| 3Y | +131.2% | +37.1% | +94.1% | +102.8% |
| All | +131.2% | +37.5% | +93.6% | +102.8% |
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