-100.0%
FCEL vs UEC
+8.7%
-108.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.8% | +5.7% | +6.3% |
| 7D | +3.9% | +0.6% | +3.3% | +4.2% |
| 30D | -33.1% | -18.1% | -15.0% | -29.1% |
| 3M | -43.0% | -36.9% | -6.1% | -35.3% |
| 6M | -31.3% | -56.1% | +24.8% | -14.5% |
| YTD | +49.8% | -38.1% | +87.9% | +71.0% |
| 1Y | +48.2% | -41.7% | +89.9% | +71.0% |
| 3Y | -64.6% | +28.2% | -92.8% | -67.5% |
| 5Y | -96.7% | +31.7% | -128.4% | -97.1% |
| 10Y | -99.0% | +685.9% | -784.9% | -99.5% |
| All | -100.0% | +8.7% | -108.7% | -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