-0.8%
XYL vs UEC
+18.1%
-18.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.3% |
| 7D | -3.7% | -3.8% | 0.0% | -3.5% |
| 30D | -8.3% | -13.5% | +5.2% | -7.8% |
| 3M | -21.4% | -40.5% | +19.1% | -19.0% |
| 6M | -12.9% | -56.7% | +43.7% | -8.7% |
| YTD | -30.1% | -43.0% | +12.9% | -28.5% |
| 1Y | -35.2% | -42.5% | +7.4% | -33.9% |
| 3Y | -0.8% | +11.6% | -12.3% | -9.1% |
| All | -0.8% | +18.1% | -18.9% | -9.1% |
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