+139.3%
FOXA vs UEC
+18.1%
+121.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.1% | +6.2% | +4.2% |
| 7D | +2.7% | -3.8% | +6.4% | +2.8% |
| 30D | +10.0% | -13.5% | +23.5% | +10.3% |
| 3M | +5.0% | -40.5% | +45.5% | +6.2% |
| 6M | +3.4% | -56.7% | +60.1% | +5.7% |
| YTD | -5.5% | -43.0% | +37.5% | -4.7% |
| 1Y | +5.5% | -42.5% | +48.1% | +6.3% |
| 3Y | +139.3% | +11.6% | +127.7% | +123.0% |
| All | +139.3% | +18.1% | +121.2% | +123.0% |
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