+71.5%
XLI vs UEC
+18.1%
+53.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | +3.8% | -3.8% | +7.5% | +4.1% |
| 30D | +1.0% | -13.5% | +14.5% | +2.2% |
| 3M | -8.9% | -40.5% | +31.6% | -5.2% |
| 6M | -2.3% | -56.7% | +54.4% | +3.6% |
| YTD | +9.7% | -43.0% | +52.7% | +13.0% |
| 1Y | +12.3% | -42.5% | +54.8% | +15.4% |
| 3Y | +71.5% | +11.6% | +59.9% | +59.2% |
| All | +71.5% | +18.1% | +53.4% | +59.2% |
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 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