+418.6%
XRT vs UEC
+73.5%
+345.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +0.8% | -6.9% | +7.7% | +1.5% |
| 30D | -4.2% | +7.6% | -11.8% | -5.1% |
| 3M | +5.1% | -18.4% | +23.5% | +6.4% |
| 6M | +2.4% | -23.3% | +25.7% | +3.5% |
| YTD | +3.2% | -1.2% | +4.4% | +1.1% |
| 1Y | +1.5% | +2.3% | -0.8% | -1.9% |
| 3Y | +40.6% | +162.3% | -121.7% | +18.8% |
| 5Y | -1.0% | +287.2% | -288.2% | -23.2% |
| 10Y | +128.4% | +1,009.6% | -881.2% | +45.8% |
| All | +418.6% | +73.5% | +345.1% | +179.9% |
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