+44.8%
XLP vs UEC
+18.1%
+26.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.4% |
| 7D | +2.5% | -3.8% | +6.3% | +2.5% |
| 30D | +7.3% | -13.5% | +20.8% | +7.1% |
| 3M | +8.1% | -40.5% | +48.6% | +7.5% |
| 6M | +10.5% | -56.7% | +67.2% | +9.8% |
| YTD | +21.2% | -43.0% | +64.2% | +20.6% |
| 1Y | +22.7% | -42.5% | +65.3% | +22.2% |
| 3Y | +44.8% | +11.6% | +33.2% | +44.0% |
| All | +44.8% | +18.1% | +26.7% | +44.0% |
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