-99.1%
FCEL vs UEC
+616.1%
-715.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.5% | -4.8% |
| 7D | -2.8% | -3.8% | +0.9% | -1.2% |
| 30D | -31.6% | -13.5% | -18.1% | -27.1% |
| 3M | -52.4% | -40.5% | -11.9% | -41.7% |
| 6M | -51.4% | -56.7% | +5.3% | -32.9% |
| YTD | +32.4% | -43.0% | +75.4% | +64.1% |
| 1Y | +37.5% | -42.5% | +80.0% | +68.8% |
| 3Y | -69.3% | +11.6% | -80.8% | -72.3% |
| 5Y | -97.1% | +21.8% | -118.9% | -97.7% |
| All | -99.1% | +616.1% | -715.3% | -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