-70.8%
QXO vs UEC
+198.6%
-269.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.3% | +1.2% |
| 7D | -7.8% | -9.4% | +1.7% | -6.0% |
| 30D | -18.1% | -8.0% | -10.1% | -16.9% |
| 3M | -25.8% | -1.7% | -24.1% | -25.7% |
| 6M | -41.7% | -26.1% | -15.6% | -39.3% |
| YTD | -36.2% | -10.5% | -25.7% | -36.1% |
| 1Y | -42.1% | -13.3% | -28.8% | -42.7% |
| 3Y | -46.2% | +116.4% | -162.5% | -58.5% |
| All | -70.8% | +198.6% | -269.4% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling