+45.8%
XRT vs UEC
+151.4%
-105.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +0.8% | -6.9% | +7.7% | +1.3% |
| 30D | -4.2% | +7.6% | -11.8% | -4.9% |
| 3M | +5.1% | -18.4% | +23.5% | +6.0% |
| 6M | +2.4% | -23.3% | +25.7% | +3.2% |
| YTD | +3.2% | -1.2% | +4.4% | +1.6% |
| 1Y | +1.5% | +2.3% | -0.8% | -1.3% |
| All | +45.8% | +151.4% | -105.7% | +27.3% |
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