+24.3%
XLP vs UEC
-46.3%
+70.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.9% | +8.3% | +3.2% |
| 7D | +5.9% | -13.8% | +19.7% | +5.4% |
| 30D | +13.5% | -23.1% | +36.6% | +12.8% |
| 3M | +8.4% | -31.5% | +39.9% | +7.5% |
| 6M | +11.5% | -51.5% | +63.0% | +10.5% |
| YTD | +20.6% | -38.4% | +59.1% | +20.3% |
| 1Y | +24.3% | -44.7% | +69.0% | +23.7% |
| All | +24.3% | -46.3% | +70.7% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling