+91.1%
EXPE vs UEC
+278.7%
-187.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.0% | -10.9% | -8.2% |
| 7D | -9.8% | +2.6% | -12.3% | -10.0% |
| 30D | -11.5% | +5.6% | -17.1% | -12.3% |
| 3M | +21.7% | -5.7% | +27.4% | +21.4% |
| 6M | +10.4% | -8.0% | +18.4% | +9.2% |
| YTD | -2.5% | +1.8% | -4.3% | -6.4% |
| 1Y | +27.3% | +0.6% | +26.8% | +20.6% |
| 3Y | +153.5% | +155.2% | -1.6% | +96.2% |
| 5Y | +91.1% | +305.8% | -214.7% | +42.1% |
| All | +91.1% | +278.7% | -187.6% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling