+128.8%
XLP vs UEC
+765.9%
-637.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.1% | -9.2% | +0.5% |
| 7D | +0.1% | +1.5% | -1.4% | -0.1% |
| 30D | +8.9% | -17.1% | +26.0% | +9.7% |
| 3M | +7.5% | -32.3% | +39.8% | +9.0% |
| 6M | +9.4% | -49.7% | +59.2% | +12.0% |
| YTD | +19.3% | -34.8% | +54.0% | +19.8% |
| 1Y | +21.7% | -37.5% | +59.3% | +22.3% |
| 3Y | +44.0% | +37.1% | +6.9% | +34.7% |
| 5Y | +42.8% | +44.3% | -1.5% | +28.6% |
| 10Y | +128.8% | +737.4% | -608.6% | +62.4% |
| All | +128.8% | +765.9% | -637.1% | +62.4% |
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