+149.8%
FDX vs UEC
+631.2%
-481.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | -0.4% |
| 7D | +0.8% | +4.9% | -4.1% | +0.2% |
| 30D | +9.9% | -17.5% | +27.4% | +11.7% |
| 3M | -1.9% | -40.1% | +38.2% | +2.5% |
| 6M | +6.1% | -56.1% | +62.2% | +13.4% |
| YTD | +38.8% | -41.8% | +80.6% | +42.7% |
| 1Y | +50.0% | -44.8% | +94.8% | +54.4% |
| 3Y | +71.0% | +20.6% | +50.5% | +53.4% |
| 5Y | +72.5% | +24.3% | +48.2% | +44.4% |
| All | +149.8% | +631.2% | -481.4% | +44.1% |
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 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