-0.7%
UEC vs EXR
+1,688.3%
-1,689.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.6% | +7.4% | +7.0% |
| 7D | -10.2% | +5.2% | -15.4% | -11.9% |
| 30D | -26.9% | +20.9% | -47.8% | -31.8% |
| 3M | -35.7% | +7.7% | -43.4% | -37.5% |
| 6M | -56.1% | +13.2% | -69.3% | -58.3% |
| YTD | -40.8% | +26.5% | -67.2% | -45.7% |
| 1Y | -43.4% | +27.2% | -70.6% | -48.4% |
| 3Y | +25.4% | +71.5% | -46.2% | -1.5% |
| 5Y | +51.1% | +0.4% | +50.7% | +44.7% |
| 10Y | +695.4% | +225.2% | +470.2% | +397.1% |
| All | -0.7% | +1,688.3% | -1,689.0% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling