+575.3%
FAST vs UEC
+704.7%
-129.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.6% | -0.4% |
| 7D | +2.1% | -10.2% | +12.3% | +2.9% |
| 30D | +6.9% | -26.9% | +33.8% | +9.5% |
| 3M | +4.8% | -35.7% | +40.5% | +8.3% |
| 6M | +19.8% | -56.1% | +75.9% | +26.9% |
| YTD | +34.9% | -40.8% | +75.7% | +37.9% |
| 1Y | +32.8% | -43.4% | +76.2% | +35.8% |
| 3Y | +93.7% | +25.4% | +68.4% | +76.1% |
| 5Y | +105.3% | +51.1% | +54.2% | +73.6% |
| All | +575.3% | +704.7% | -129.3% | +310.3% |
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