-23.8%
FDS vs UEC
+19.3%
-43.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.8% | -10.5% | -3.5% |
| 7D | -0.5% | -10.2% | +9.7% | -0.8% |
| 30D | +20.2% | -26.9% | +47.1% | +19.4% |
| 3M | +19.9% | -35.7% | +55.6% | +18.8% |
| 6M | +56.2% | -56.1% | +112.3% | +54.8% |
| YTD | +14.6% | -40.8% | +55.3% | +13.6% |
| 1Y | +31.6% | -43.4% | +75.0% | +30.5% |
| 3Y | -23.8% | +25.4% | -49.2% | -28.6% |
| All | -23.8% | +19.3% | -43.1% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling