+636.3%
XLY vs UEC
+65.7%
+570.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | 0.0% |
| 7D | -3.9% | -4.3% | +0.4% | -3.5% |
| 30D | -6.1% | -3.8% | -2.3% | -6.0% |
| 3M | -1.2% | +17.0% | -18.1% | -2.9% |
| 6M | -1.8% | -23.9% | +22.1% | -0.6% |
| YTD | -5.9% | -5.7% | -0.2% | -7.1% |
| 1Y | -3.1% | -12.5% | +9.4% | -4.6% |
| 3Y | +36.0% | +136.5% | -100.5% | +18.8% |
| 5Y | +27.6% | +243.3% | -215.7% | +3.7% |
| 10Y | +216.8% | +939.6% | -722.8% | +115.2% |
| All | +636.3% | +65.7% | +570.6% | +330.6% |
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 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