+620.4%
XYZ vs UEC
+617.0%
+3.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.9% | +2.5% | -2.0% |
| 7D | +12.6% | -5.2% | +17.8% | +13.6% |
| 30D | +10.8% | -22.0% | +32.8% | +16.8% |
| 3M | +8.4% | -37.0% | +45.4% | +19.4% |
| 6M | +14.3% | -52.7% | +67.0% | +32.5% |
| YTD | +31.5% | -38.6% | +70.1% | +39.1% |
| 1Y | +28.1% | -44.6% | +72.7% | +37.8% |
| 3Y | +66.2% | +27.1% | +39.0% | +31.2% |
| 5Y | -62.3% | +37.9% | -100.2% | -73.2% |
| All | +620.4% | +617.0% | +3.4% | +194.6% |
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