+663.9%
FCX vs UEC
+994.3%
-330.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.2% |
| 7D | +3.1% | -0.2% | +3.3% | +3.2% |
| 30D | +8.1% | +1.9% | +6.2% | +7.3% |
| 3M | +18.9% | +8.9% | +10.0% | +15.5% |
| 6M | +26.6% | -14.5% | +41.1% | +29.7% |
| YTD | +51.2% | -0.7% | +51.8% | +47.5% |
| 1Y | +75.6% | -4.1% | +79.6% | +68.6% |
| 3Y | +101.7% | +148.9% | -47.2% | +35.9% |
| 5Y | +134.6% | +300.0% | -165.4% | +22.0% |
| All | +663.9% | +994.3% | -330.4% | +146.9% |
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 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