+533.2%
XYZ vs UEC
+949.1%
-415.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.0% | -6.9% | +6.0% | +0.7% |
| 30D | -1.7% | +7.6% | -9.4% | -3.8% |
| 3M | +16.7% | -18.4% | +35.1% | +20.7% |
| 6M | +26.9% | -23.3% | +50.1% | +30.4% |
| YTD | +27.1% | -1.2% | +28.3% | +21.5% |
| 1Y | +9.3% | +2.3% | +6.9% | +0.8% |
| 3Y | +42.3% | +162.3% | -120.0% | -4.0% |
| 5Y | -69.3% | +287.2% | -356.6% | -82.1% |
| 10Y | +586.8% | +1,009.6% | -422.8% | +170.1% |
| All | +533.2% | +949.1% | -415.9% | +142.7% |
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