+431.1%
XRT vs UEC
+4.1%
+427.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.8% | -8.5% | -2.4% |
| 7D | +0.9% | -10.2% | +11.1% | +1.8% |
| 30D | +7.9% | -26.9% | +34.9% | +11.0% |
| 3M | -0.2% | -35.7% | +35.5% | +3.6% |
| 6M | +5.6% | -56.1% | +61.7% | +12.8% |
| YTD | +5.7% | -40.8% | +46.4% | +8.5% |
| 1Y | +14.6% | -43.4% | +58.0% | +17.7% |
| 3Y | +50.7% | +25.4% | +25.3% | +36.9% |
| 5Y | -4.8% | +51.1% | -55.9% | -19.1% |
| 10Y | +152.6% | +695.4% | -542.8% | +66.8% |
| All | +431.1% | +4.1% | +427.0% | +200.3% |
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 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