-100.0%
FCEL vs UEC
+0.2%
-100.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.5% | -5.0% |
| 7D | -2.8% | -3.8% | +0.9% | -1.7% |
| 30D | -31.6% | -13.5% | -18.1% | -28.5% |
| 3M | -52.4% | -40.5% | -11.9% | -45.2% |
| 6M | -51.4% | -56.7% | +5.3% | -39.1% |
| YTD | +32.4% | -43.0% | +75.4% | +54.4% |
| 1Y | +37.5% | -42.5% | +80.0% | +59.5% |
| 3Y | -69.3% | +11.6% | -80.8% | -70.9% |
| 5Y | -97.1% | +21.8% | -118.9% | -97.4% |
| 10Y | -99.1% | +623.9% | -723.0% | -99.5% |
| All | -100.0% | +0.2% | -100.1% | -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