-65.2%
FCEL vs UEC
+28.2%
-93.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.8% | +5.7% | +6.1% |
| 7D | +3.9% | +0.6% | +3.3% | +4.3% |
| 30D | -33.1% | -18.1% | -15.0% | -25.6% |
| 3M | -43.0% | -36.9% | -6.1% | -28.4% |
| 6M | -31.3% | -56.1% | +24.8% | -0.4% |
| YTD | +49.8% | -38.1% | +87.9% | +88.6% |
| 1Y | +48.2% | -41.7% | +89.9% | +89.3% |
| All | -65.2% | +28.2% | -93.4% | -68.9% |
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