+62.6%
XYZ vs UEC
+18.1%
+44.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.2% |
| 7D | -1.1% | -3.8% | +2.7% | -0.4% |
| 30D | +11.5% | -13.5% | +25.0% | +13.9% |
| 3M | +1.8% | -40.5% | +42.3% | +10.4% |
| 6M | +21.2% | -56.7% | +77.9% | +37.2% |
| YTD | +29.9% | -43.0% | +72.9% | +37.3% |
| 1Y | +35.8% | -42.5% | +78.3% | +42.1% |
| 3Y | +62.6% | +11.6% | +51.0% | +47.9% |
| All | +62.6% | +18.1% | +44.5% | +47.9% |
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 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