+638.0%
XYZ vs UEC
+765.9%
-127.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.1% | -6.5% | +1.2% |
| 7D | +14.9% | +1.5% | +13.4% | +14.1% |
| 30D | +14.7% | -17.1% | +31.7% | +19.1% |
| 3M | +12.1% | -32.3% | +44.4% | +21.4% |
| 6M | +18.3% | -49.7% | +68.1% | +35.0% |
| YTD | +36.1% | -34.8% | +70.8% | +41.9% |
| 1Y | +35.3% | -37.5% | +72.9% | +41.3% |
| 3Y | +73.5% | +37.1% | +36.4% | +34.7% |
| 5Y | -61.6% | +44.3% | -105.9% | -73.0% |
| 10Y | +638.0% | +737.4% | -99.4% | +207.8% |
| All | +638.0% | +765.9% | -127.9% | +207.8% |
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