+167.7%
FCX vs UEC
+8.7%
+159.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.8% |
| 7D | -0.8% | +0.6% | -1.3% | -0.9% |
| 30D | -15.1% | -18.1% | +3.1% | -11.0% |
| 3M | -9.6% | -36.9% | +27.3% | +0.6% |
| 6M | -3.1% | -56.1% | +53.0% | +16.7% |
| YTD | +23.4% | -38.1% | +61.5% | +35.2% |
| 1Y | +52.7% | -41.7% | +94.4% | +68.4% |
| 3Y | +91.4% | +28.2% | +63.2% | +60.5% |
| 5Y | +62.7% | +31.7% | +31.1% | +22.7% |
| 10Y | +395.9% | +685.9% | -290.0% | +98.0% |
| All | +167.7% | +8.7% | +159.0% | -21.1% |
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