+187.6%
XLF vs UEC
+78.8%
+108.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.7% |
| 7D | +0.2% | +2.6% | -2.4% | -0.1% |
| 30D | -0.5% | +5.6% | -6.1% | -1.3% |
| 3M | +10.6% | -5.7% | +16.4% | +10.4% |
| 6M | +14.3% | -8.0% | +22.3% | +13.4% |
| YTD | +5.5% | +1.8% | +3.7% | +3.1% |
| 1Y | +9.6% | +0.6% | +9.0% | +6.1% |
| 3Y | +75.2% | +155.2% | -80.0% | +48.8% |
| 5Y | +65.5% | +305.8% | -240.3% | +26.7% |
| 10Y | +246.4% | +943.0% | -696.5% | +114.4% |
| All | +187.6% | +78.8% | +108.8% | +47.7% |
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