-99.2%
FCEL vs UEC
+939.6%
-1,038.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.0% | -0.9% | -4.1% |
| 7D | +6.3% | -4.3% | +10.5% | +8.2% |
| 30D | -18.8% | -3.8% | -15.0% | -17.7% |
| 3M | -3.8% | +17.0% | -20.8% | -7.7% |
| 6M | +121.1% | -23.9% | +145.0% | +140.9% |
| YTD | +113.3% | -5.7% | +118.9% | +116.9% |
| 1Y | +173.5% | -12.5% | +186.0% | +178.5% |
| 3Y | -63.9% | +136.5% | -200.4% | -75.5% |
| 5Y | -90.7% | +243.3% | -334.0% | -94.7% |
| All | -99.2% | +939.6% | -1,038.8% | -99.7% |
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