+713.2%
EXPE vs UEC
+7.8%
+705.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.8% | -1.4% |
| 7D | -11.2% | -5.2% | -6.0% | -10.8% |
| 30D | -7.5% | -22.0% | +14.5% | -5.2% |
| 3M | -19.1% | -37.0% | +17.9% | -15.6% |
| 6M | +10.7% | -52.7% | +63.4% | +18.0% |
| YTD | -9.9% | -38.6% | +28.7% | -8.3% |
| 1Y | -4.6% | -44.6% | +40.0% | -2.2% |
| 3Y | +116.8% | +27.1% | +89.7% | +92.7% |
| 5Y | +38.6% | +37.9% | +0.7% | +15.6% |
| 10Y | +115.9% | +631.6% | -515.8% | +31.9% |
| All | +713.2% | +7.8% | +705.3% | +297.4% |
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