+145.1%
XRT vs UEC
+696.7%
-551.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | +0.4% |
| 7D | +4.1% | -5.2% | +9.3% | +4.6% |
| 30D | +9.9% | -22.0% | +31.9% | +13.0% |
| 3M | +2.3% | -37.0% | +39.3% | +7.6% |
| 6M | +9.6% | -52.7% | +62.3% | +18.3% |
| YTD | +9.1% | -38.6% | +47.8% | +12.1% |
| 1Y | +16.2% | -44.6% | +60.8% | +20.4% |
| 3Y | +60.1% | +27.1% | +32.9% | +38.6% |
| 5Y | -0.5% | +37.9% | -38.4% | -21.0% |
| 10Y | +145.1% | +631.6% | -486.5% | +36.2% |
| All | +145.1% | +696.7% | -551.5% | +36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling