+178.8%
FDX vs UEC
+908.7%
-729.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.9% | -1.3% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -4.9% | +1.9% | -6.8% | -5.3% |
| 3M | -6.5% | +8.9% | -15.4% | -7.8% |
| 6M | +6.7% | -14.5% | +21.1% | +6.7% |
| YTD | +33.9% | -0.7% | +34.6% | +31.1% |
| 1Y | +72.2% | -4.1% | +76.2% | +67.1% |
| 3Y | +60.2% | +148.9% | -88.7% | +33.5% |
| 5Y | +62.9% | +300.0% | -237.1% | +18.7% |
| 10Y | +178.8% | +994.3% | -815.5% | +53.7% |
| All | +178.8% | +908.7% | -729.9% | +53.7% |
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 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