+108.1%
XLRE vs UEC
+850.8%
-742.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.9% |
| 7D | -0.7% | -0.2% | -0.6% | -0.7% |
| 30D | -2.2% | +1.9% | -4.2% | -2.5% |
| 3M | -2.6% | +8.9% | -11.5% | -3.7% |
| 6M | +2.6% | -14.5% | +17.0% | +2.5% |
| YTD | +9.3% | -0.7% | +9.9% | +7.3% |
| 1Y | +7.2% | -4.1% | +11.3% | +4.7% |
| 3Y | +31.3% | +148.9% | -117.6% | +14.3% |
| 5Y | +8.1% | +300.0% | -291.9% | -13.9% |
| 10Y | +88.9% | +994.3% | -905.4% | +20.5% |
| All | +108.1% | +850.8% | -742.7% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling