+130.1%
FDS vs UEC
+616.1%
-486.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | +1.5% | -3.8% | +5.2% | +1.7% |
| 30D | +14.8% | -13.5% | +28.3% | +15.8% |
| 3M | +16.3% | -40.5% | +56.8% | +20.3% |
| 6M | +66.2% | -56.7% | +122.9% | +75.0% |
| YTD | +16.2% | -43.0% | +59.2% | +17.9% |
| 1Y | +21.8% | -42.5% | +64.4% | +23.0% |
| 3Y | -23.9% | +11.6% | -35.4% | -31.7% |
| 5Y | -23.1% | +21.8% | -44.9% | -35.7% |
| All | +130.1% | +616.1% | -486.0% | +29.6% |
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