+31.6%
FAST vs UEC
-46.3%
+78.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +1.9% |
| 7D | +3.4% | -13.8% | +17.2% | +4.1% |
| 30D | +5.5% | -23.1% | +28.6% | +6.8% |
| 3M | +7.6% | -31.5% | +39.1% | +9.6% |
| 6M | +19.8% | -51.5% | +71.3% | +24.0% |
| YTD | +35.5% | -38.4% | +73.9% | +35.3% |
| 1Y | +31.6% | -44.7% | +76.3% | +31.6% |
| All | +31.6% | -46.3% | +78.0% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling