+568.1%
XLV vs UEC
+65.7%
+502.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.4% | -0.3% |
| 7D | -4.4% | -4.3% | -0.1% | -4.2% |
| 30D | -1.4% | -3.8% | +2.4% | -1.3% |
| 3M | +8.9% | +17.0% | -8.1% | +7.6% |
| 6M | +9.1% | -23.9% | +33.0% | +9.8% |
| YTD | +7.9% | -5.7% | +13.6% | +6.9% |
| 1Y | +22.7% | -12.5% | +35.3% | +21.3% |
| 3Y | +31.9% | +136.5% | -104.6% | +20.1% |
| 5Y | +34.9% | +243.3% | -208.4% | +16.0% |
| 10Y | +173.9% | +939.6% | -765.8% | +104.7% |
| All | +568.1% | +65.7% | +502.4% | +357.1% |
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