+142.8%
XYL vs UEC
+885.8%
-743.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +1.0% |
| 7D | +1.2% | -9.4% | +10.6% | +2.3% |
| 30D | -11.9% | -8.0% | -3.9% | -11.3% |
| 3M | -1.5% | -1.7% | +0.2% | -2.0% |
| 6M | -11.9% | -26.1% | +14.2% | -10.3% |
| YTD | -20.6% | -10.5% | -10.0% | -21.5% |
| 1Y | -23.5% | -13.3% | -10.2% | -25.0% |
| 3Y | +14.9% | +116.4% | -101.5% | -4.0% |
| 5Y | -15.3% | +225.5% | -240.8% | -37.4% |
| All | +142.8% | +885.8% | -743.0% | +28.8% |
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