+994.3%
UEC vs EXR
+144.7%
+849.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.5% |
| 7D | -0.2% | -3.1% | +2.9% | +1.0% |
| 30D | +1.9% | -7.5% | +9.5% | +4.9% |
| 3M | +8.9% | -7.5% | +16.4% | +11.5% |
| 6M | -14.5% | -5.2% | -9.3% | -13.2% |
| YTD | -0.7% | +6.5% | -7.2% | -3.5% |
| 1Y | -4.1% | -2.0% | -2.0% | -4.3% |
| 3Y | +148.9% | +21.5% | +127.4% | +115.3% |
| 5Y | +300.0% | -11.5% | +311.5% | +303.5% |
| 10Y | +994.3% | +148.0% | +846.3% | +685.4% |
| All | +994.3% | +144.7% | +849.6% | +685.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded EXR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling