+130.2%
FDS vs UEC
+623.0%
-492.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.7% |
| 7D | -2.1% | +0.6% | -2.7% | -2.3% |
| 30D | +16.0% | -18.1% | +34.1% | +17.4% |
| 3M | +18.8% | -36.9% | +55.7% | +22.4% |
| 6M | +54.1% | -56.1% | +110.2% | +62.2% |
| YTD | +17.0% | -38.1% | +55.1% | +18.0% |
| 1Y | +25.5% | -41.7% | +67.2% | +26.7% |
| 3Y | -23.3% | +28.2% | -51.5% | -32.0% |
| 5Y | -22.6% | +31.7% | -54.3% | -35.7% |
| 10Y | +130.2% | +685.9% | -555.7% | +28.0% |
| All | +130.2% | +623.0% | -492.8% | +28.0% |
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 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