-20.5%
FDS vs UEC
+299.0%
-319.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.0% | -7.3% | -4.4% |
| 7D | -5.4% | +2.6% | -8.0% | -5.5% |
| 30D | +1.6% | +5.6% | -4.0% | +1.3% |
| 3M | +17.7% | -5.7% | +23.5% | +17.8% |
| 6M | +29.1% | -8.0% | +37.1% | +28.4% |
| YTD | +1.0% | +1.8% | -0.8% | -0.6% |
| 1Y | -21.6% | +0.6% | -22.2% | -23.5% |
| 3Y | -30.1% | +155.2% | -185.3% | -39.2% |
| All | -20.5% | +299.0% | -319.5% | -34.8% |
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