+147.8%
XEL vs UEC
+885.8%
-738.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +0.3% |
| 7D | -0.3% | -9.4% | +9.2% | +0.1% |
| 30D | -3.9% | -8.0% | +4.1% | -3.7% |
| 3M | -2.8% | -1.7% | -1.1% | -3.0% |
| 6M | -5.4% | -26.1% | +20.8% | -4.8% |
| YTD | +3.8% | -10.5% | +14.3% | +3.3% |
| 1Y | +6.8% | -13.3% | +20.1% | +6.1% |
| 3Y | +45.6% | +116.4% | -70.8% | +36.4% |
| 5Y | +30.7% | +225.5% | -194.9% | +16.4% |
| All | +147.8% | +885.8% | -738.0% | +88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling