+73.6%
XLF vs UEC
+146.8%
-73.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.3% |
| 7D | -1.0% | -0.2% | -0.9% | -1.0% |
| 30D | -1.3% | +1.9% | -3.2% | -1.5% |
| 3M | +9.1% | +8.9% | +0.2% | +8.3% |
| 6M | +14.4% | -14.5% | +28.8% | +14.3% |
| YTD | +5.1% | -0.7% | +5.8% | +3.8% |
| 1Y | +8.6% | -4.1% | +12.7% | +6.9% |
| All | +73.6% | +146.8% | -73.2% | +54.4% |
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 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