+33.6%
XLY vs UEC
+122.3%
-88.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.1% | +1.3% |
| 7D | -1.7% | -9.4% | +7.7% | -0.9% |
| 30D | -4.2% | -8.0% | +3.8% | -3.7% |
| 3M | -2.7% | -1.7% | -1.0% | -2.9% |
| 6M | -0.6% | -26.1% | +25.5% | +0.6% |
| YTD | -5.0% | -10.5% | +5.5% | -5.9% |
| 1Y | -4.1% | -13.3% | +9.2% | -5.9% |
| 3Y | +33.6% | +116.4% | -82.8% | +14.3% |
| All | +33.6% | +122.3% | -88.7% | +14.3% |
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