+153.3%
XME vs UEC
+73.5%
+79.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.1% | -6.9% | +6.8% | +1.4% |
| 30D | +6.0% | +7.6% | -1.7% | +4.2% |
| 3M | -7.7% | -18.4% | +10.7% | -4.5% |
| 6M | +1.0% | -23.3% | +24.2% | +5.0% |
| YTD | +14.6% | -1.2% | +15.8% | +12.9% |
| 1Y | +46.0% | +2.3% | +43.6% | +40.9% |
| 3Y | +127.0% | +162.3% | -35.3% | +71.4% |
| 5Y | +175.8% | +287.2% | -111.4% | +78.5% |
| 10Y | +414.6% | +1,009.6% | -595.0% | +126.9% |
| All | +153.3% | +73.5% | +79.8% | -15.1% |
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