+170.7%
XLE vs UEC
+933.9%
-763.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +0.7% |
| 7D | 0.0% | +2.6% | -2.6% | -0.4% |
| 30D | +12.6% | +5.6% | +7.0% | +11.4% |
| 3M | +11.8% | -5.7% | +17.6% | +11.3% |
| 6M | +16.1% | -8.0% | +24.1% | +14.1% |
| YTD | +46.9% | +1.8% | +45.1% | +40.7% |
| 1Y | +53.3% | +0.6% | +52.7% | +44.4% |
| 3Y | +54.9% | +155.2% | -100.2% | +17.2% |
| 5Y | +225.7% | +305.8% | -80.1% | +107.9% |
| 10Y | +170.7% | +943.0% | -772.3% | +20.0% |
| All | +170.7% | +933.9% | -763.2% | +20.0% |
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 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