+82.6%
FDS vs UEC
+933.9%
-851.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.0% | -7.3% | -4.5% |
| 7D | -5.4% | +2.6% | -8.0% | -5.6% |
| 30D | +1.6% | +5.6% | -4.0% | +0.9% |
| 3M | +17.7% | -5.7% | +23.5% | +17.4% |
| 6M | +29.1% | -8.0% | +37.1% | +27.7% |
| YTD | +1.0% | +1.8% | -0.8% | -1.6% |
| 1Y | -21.6% | +0.6% | -22.2% | -24.5% |
| 3Y | -30.1% | +155.2% | -185.3% | -41.6% |
| 5Y | -20.7% | +305.8% | -326.5% | -41.4% |
| All | +82.6% | +933.9% | -851.3% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling