+133.2%
XRT vs UEC
+616.1%
-482.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | +1.7% | -3.8% | +5.5% | +2.2% |
| 30D | +7.5% | -13.5% | +21.0% | +9.1% |
| 3M | +2.2% | -40.5% | +42.7% | +8.3% |
| 6M | +14.7% | -56.7% | +71.3% | +25.3% |
| YTD | +7.5% | -43.0% | +50.5% | +11.5% |
| 1Y | +14.1% | -42.5% | +56.7% | +17.6% |
| 3Y | +58.8% | +11.6% | +47.2% | +40.0% |
| 5Y | -3.9% | +21.8% | -25.7% | -22.5% |
| All | +133.2% | +616.1% | -482.9% | +29.6% |
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 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