-100.0%
FCEL vs UEC
+73.5%
-173.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -15.8% | -6.9% | -8.9% | -14.4% |
| 30D | -29.3% | +7.6% | -36.9% | -30.7% |
| 3M | -30.1% | -18.4% | -11.8% | -26.4% |
| 6M | +74.4% | -23.3% | +97.7% | +84.8% |
| YTD | +104.5% | -1.2% | +105.7% | +105.4% |
| 1Y | +281.4% | +2.3% | +279.1% | +275.1% |
| 3Y | -66.1% | +162.3% | -228.4% | -74.3% |
| 5Y | -91.9% | +287.2% | -379.1% | -94.5% |
| 10Y | -99.2% | +1,009.6% | -1,108.8% | -99.6% |
| All | -100.0% | +73.5% | -173.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling