+40.9%
XYZ vs UEC
+157.0%
-116.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.0% | -6.9% | +6.0% | +0.3% |
| 30D | -1.7% | +7.6% | -9.4% | -3.2% |
| 3M | +16.7% | -18.4% | +35.1% | +19.6% |
| 6M | +26.9% | -23.3% | +50.1% | +29.6% |
| YTD | +27.1% | -1.2% | +28.3% | +23.0% |
| 1Y | +9.3% | +2.3% | +6.9% | +2.4% |
| All | +40.9% | +157.0% | -116.1% | +5.8% |
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 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