+135.4%
XLP vs UEC
+696.7%
-561.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +0.4% |
| 7D | +2.3% | -5.2% | +7.5% | +2.5% |
| 30D | +9.1% | -22.0% | +31.1% | +10.1% |
| 3M | +7.9% | -37.0% | +44.9% | +9.8% |
| 6M | +9.6% | -52.7% | +62.3% | +12.5% |
| YTD | +19.4% | -38.6% | +58.1% | +20.3% |
| 1Y | +22.4% | -44.6% | +67.0% | +23.7% |
| 3Y | +43.2% | +27.1% | +16.1% | +34.4% |
| 5Y | +42.6% | +37.9% | +4.7% | +28.5% |
| 10Y | +135.4% | +631.6% | -496.2% | +64.4% |
| All | +135.4% | +696.7% | -561.2% | +64.4% |
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 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