+30.8%
XLV vs UEC
+122.3%
-91.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | -0.1% |
| 7D | -3.6% | -9.4% | +5.9% | -3.5% |
| 30D | -1.8% | -8.0% | +6.2% | -1.8% |
| 3M | +7.8% | -1.7% | +9.5% | +7.8% |
| 6M | +9.1% | -26.1% | +35.3% | +9.3% |
| YTD | +7.7% | -10.5% | +18.3% | +7.6% |
| 1Y | +20.4% | -13.3% | +33.7% | +20.0% |
| 3Y | +30.8% | +116.4% | -85.6% | +23.6% |
| All | +30.8% | +122.3% | -91.6% | +23.6% |
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