+62.0%
XRT vs UEC
+37.5%
+24.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.1% | -6.5% | +3.0% |
| 7D | +2.5% | +1.5% | +1.0% | +2.3% |
| 30D | +10.3% | -17.1% | +27.4% | +11.6% |
| 3M | +2.4% | -32.3% | +34.7% | +4.7% |
| 6M | +10.0% | -49.7% | +59.7% | +14.3% |
| YTD | +9.5% | -34.8% | +44.3% | +10.7% |
| 1Y | +17.2% | -37.5% | +54.7% | +18.4% |
| 3Y | +62.0% | +37.1% | +24.9% | +51.4% |
| All | +62.0% | +37.5% | +24.4% | +51.4% |
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