+133.6%
XLC vs UEC
+330.4%
-196.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +5.0% | -0.3% |
| 7D | +3.1% | +4.9% | -1.9% | +2.5% |
| 30D | -4.2% | -17.5% | +13.3% | -2.5% |
| 3M | -2.1% | -40.1% | +38.0% | +2.6% |
| 6M | -6.6% | -56.1% | +49.5% | +0.4% |
| YTD | -7.8% | -41.8% | +34.0% | -5.4% |
| 1Y | -4.1% | -44.8% | +40.7% | -1.4% |
| 3Y | +62.6% | +20.6% | +42.1% | +44.2% |
| 5Y | +39.6% | +24.3% | +15.3% | +15.2% |
| All | +133.6% | +330.4% | -196.8% | +28.4% |
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