+179.2%
XLE vs UEC
+616.1%
-437.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.0% | +1.3% |
| 7D | +5.4% | -3.8% | +9.2% | +5.8% |
| 30D | -3.9% | -13.5% | +9.6% | -2.4% |
| 3M | +7.0% | -40.5% | +47.5% | +13.6% |
| 6M | +14.2% | -56.7% | +70.9% | +25.0% |
| YTD | +48.2% | -43.0% | +91.2% | +52.6% |
| 1Y | +47.7% | -42.5% | +90.2% | +51.0% |
| 3Y | +70.0% | +11.6% | +58.4% | +44.9% |
| 5Y | +169.1% | +21.8% | +147.4% | +107.8% |
| All | +179.2% | +616.1% | -437.0% | +30.2% |
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