-60.3%
FCEL vs UEC
+146.8%
-207.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.3% | -5.6% |
| 7D | +15.1% | -0.2% | +15.2% | +15.4% |
| 30D | -16.4% | +1.9% | -18.4% | -17.2% |
| 3M | -5.3% | +8.9% | -14.2% | -7.8% |
| 6M | +124.5% | -14.5% | +139.0% | +133.7% |
| YTD | +126.7% | -0.7% | +127.4% | +126.0% |
| 1Y | +219.9% | -4.1% | +223.9% | +215.0% |
| All | -60.3% | +146.8% | -207.1% | -71.3% |
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 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