+523.3%
XEL vs UEC
+78.8%
+444.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +1.4% |
| 7D | +1.3% | +2.6% | -1.3% | +1.2% |
| 30D | -1.5% | +5.6% | -7.1% | -1.8% |
| 3M | -0.2% | -5.7% | +5.5% | -0.3% |
| 6M | -5.4% | -8.0% | +2.6% | -5.6% |
| YTD | +5.6% | +1.8% | +3.9% | +4.9% |
| 1Y | +10.5% | +0.6% | +9.9% | +9.4% |
| 3Y | +49.2% | +155.2% | -106.0% | +41.3% |
| 5Y | +30.1% | +305.8% | -275.7% | +18.9% |
| 10Y | +146.7% | +943.0% | -796.3% | +107.2% |
| All | +523.3% | +78.8% | +444.5% | +399.4% |
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