+96.2%
FAST vs UEC
+27.4%
+68.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +0.8% |
| 7D | +4.8% | -5.2% | +10.0% | +5.0% |
| 30D | +8.6% | -22.0% | +30.6% | +9.7% |
| 3M | +5.7% | -37.0% | +42.7% | +7.7% |
| 6M | +25.5% | -52.7% | +78.2% | +29.1% |
| YTD | +39.6% | -38.6% | +78.2% | +41.1% |
| 1Y | +35.5% | -44.6% | +80.1% | +37.3% |
| 3Y | +96.2% | +27.1% | +69.1% | +82.6% |
| All | +96.2% | +27.4% | +68.8% | +82.6% |
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 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