+181.9%
FANG vs UEC
+885.8%
-703.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | +0.7% |
| 7D | +2.9% | -9.4% | +12.3% | +4.6% |
| 30D | +2.6% | -8.0% | +10.6% | +3.5% |
| 3M | +7.6% | -1.7% | +9.3% | +6.5% |
| 6M | +17.3% | -26.1% | +43.5% | +19.3% |
| YTD | +38.7% | -10.5% | +49.2% | +34.0% |
| 1Y | +51.6% | -13.3% | +64.9% | +43.9% |
| 3Y | +50.0% | +116.4% | -66.4% | +9.2% |
| 5Y | +237.6% | +225.5% | +12.0% | +104.1% |
| All | +181.9% | +885.8% | -703.9% | +14.5% |
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