+92.4%
FOXA vs UEC
+722.8%
-630.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.3% | +1.6% |
| 7D | +0.8% | -9.4% | +10.2% | +1.6% |
| 30D | +5.0% | -8.0% | +13.1% | +5.5% |
| 3M | -3.0% | -1.7% | -1.3% | -3.5% |
| 6M | +14.8% | -26.1% | +40.9% | +16.2% |
| YTD | -8.9% | -10.5% | +1.6% | -10.1% |
| 1Y | +13.3% | -13.3% | +26.6% | +11.0% |
| 3Y | +115.4% | +116.4% | -0.9% | +83.1% |
| 5Y | +95.3% | +225.5% | -130.3% | +46.5% |
| All | +92.4% | +722.8% | -630.5% | -0.6% |
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