+103.1%
XLP vs UEC
+903.5%
-800.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.0% | -6.9% | +5.9% | -0.7% |
| 30D | -0.9% | +7.6% | -8.5% | -1.3% |
| 3M | +3.8% | -18.4% | +22.2% | +4.4% |
| 6M | -1.7% | -23.3% | +21.5% | -1.3% |
| YTD | +10.3% | -1.2% | +11.5% | +9.0% |
| 1Y | +7.8% | +2.3% | +5.5% | +5.7% |
| 3Y | +27.2% | +162.3% | -135.1% | +15.2% |
| 5Y | +32.5% | +287.2% | -254.7% | +12.3% |
| All | +103.1% | +903.5% | -800.4% | +44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling