+139.9%
XLC vs UEC
+634.2%
-494.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.4% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -0.9% | +1.9% | -2.8% | -1.4% |
| 3M | -0.3% | +8.9% | -9.2% | -2.0% |
| 6M | -5.2% | -14.5% | +9.3% | -5.2% |
| YTD | -5.3% | -0.7% | -4.6% | -7.8% |
| 1Y | -2.8% | -4.1% | +1.2% | -6.1% |
| 3Y | +71.2% | +148.9% | -77.7% | +40.1% |
| 5Y | +37.6% | +300.0% | -262.4% | -1.5% |
| All | +139.9% | +634.2% | -494.3% | +25.1% |
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