-99.8%
FCUV vs UEC
+198.6%
-298.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.2% | +8.4% | +3.9% |
| 7D | -66.5% | -9.4% | -57.0% | -66.3% |
| 30D | +5.0% | -8.0% | +13.0% | +4.9% |
| 3M | +63.8% | -1.7% | +65.5% | +60.7% |
| 6M | -67.8% | -26.1% | -41.7% | -67.5% |
| YTD | -82.4% | -10.5% | -71.9% | -82.7% |
| 1Y | -94.7% | -13.3% | -81.5% | -94.9% |
| 3Y | -99.3% | +116.4% | -215.6% | -99.4% |
| All | -99.8% | +198.6% | -298.4% | -99.9% |
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 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