+374.7%
XYL vs UEC
+132.9%
+241.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.4% |
| 7D | -3.7% | -3.8% | 0.0% | -3.4% |
| 30D | -8.3% | -13.5% | +5.2% | -7.4% |
| 3M | -21.4% | -40.5% | +19.1% | -17.7% |
| 6M | -12.9% | -56.7% | +43.7% | -6.5% |
| YTD | -30.1% | -43.0% | +12.9% | -27.9% |
| 1Y | -35.2% | -42.5% | +7.4% | -33.5% |
| 3Y | -0.8% | +11.6% | -12.3% | -9.7% |
| 5Y | -23.2% | +21.8% | -45.0% | -34.9% |
| 10Y | +101.2% | +623.9% | -522.7% | +20.4% |
| All | +374.7% | +132.9% | +241.9% | +188.9% |
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