+74.1%
FDX vs UEC
+18.1%
+56.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.6% |
| 7D | +5.2% | -3.8% | +8.9% | +5.3% |
| 30D | +11.3% | -13.5% | +24.8% | +11.9% |
| 3M | -4.1% | -40.5% | +36.4% | -2.2% |
| 6M | +9.6% | -56.7% | +66.3% | +12.8% |
| YTD | +40.9% | -43.0% | +83.9% | +43.1% |
| 1Y | +53.0% | -42.5% | +95.6% | +55.2% |
| 3Y | +74.1% | +11.6% | +62.5% | +64.4% |
| All | +74.1% | +18.1% | +56.0% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling