-96.7%
FCEL vs UEC
+39.8%
-136.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.8% | +5.7% | +6.1% |
| 7D | +3.9% | +0.6% | +3.3% | +4.4% |
| 30D | -33.1% | -18.1% | -15.0% | -25.4% |
| 3M | -43.0% | -36.9% | -6.1% | -27.9% |
| 6M | -31.3% | -56.1% | +24.8% | +2.6% |
| YTD | +49.8% | -38.1% | +87.9% | +88.1% |
| 1Y | +48.2% | -41.7% | +89.9% | +89.1% |
| 3Y | -64.6% | +28.2% | -92.8% | -72.8% |
| 5Y | -96.7% | +31.7% | -128.4% | -98.2% |
| All | -96.7% | +39.8% | -136.6% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling