+62.9%
XLC vs UEC
+27.4%
+35.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +0.7% |
| 7D | +6.2% | -5.2% | +11.4% | +6.4% |
| 30D | -2.4% | -22.0% | +19.6% | -1.2% |
| 3M | -3.3% | -37.0% | +33.7% | -1.2% |
| 6M | -7.3% | -52.7% | +45.4% | -4.1% |
| YTD | -7.6% | -38.6% | +31.0% | -6.8% |
| 1Y | -3.7% | -44.6% | +40.9% | -2.4% |
| 3Y | +62.9% | +27.1% | +35.8% | +51.0% |
| All | +62.9% | +27.4% | +35.6% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling