+259.1%
XLE vs UEC
+4.1%
+255.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.8% |
| 7D | -12.0% | -10.2% | -1.8% | -10.9% |
| 30D | -2.7% | -26.9% | +24.2% | +0.7% |
| 3M | +6.6% | -35.7% | +42.3% | +11.5% |
| 6M | +9.5% | -56.1% | +65.7% | +18.6% |
| YTD | +40.6% | -40.8% | +81.3% | +44.2% |
| 1Y | +43.6% | -43.4% | +87.0% | +47.3% |
| 3Y | +58.1% | +25.4% | +32.7% | +38.1% |
| 5Y | +152.2% | +51.1% | +101.1% | +101.8% |
| 10Y | +172.9% | +695.4% | -522.5% | +54.1% |
| All | +259.1% | +4.1% | +255.1% | +74.7% |
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