+556.0%
FDS vs UEC
+4.1%
+552.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.8% | -10.5% | -4.2% |
| 7D | -0.5% | -10.2% | +9.7% | +0.2% |
| 30D | +20.2% | -26.9% | +47.1% | +22.7% |
| 3M | +19.9% | -35.7% | +55.6% | +23.3% |
| 6M | +56.2% | -56.1% | +112.3% | +63.8% |
| YTD | +14.6% | -40.8% | +55.3% | +16.1% |
| 1Y | +31.6% | -43.4% | +75.0% | +33.4% |
| 3Y | -23.8% | +25.4% | -49.2% | -30.7% |
| 5Y | -22.6% | +51.1% | -73.7% | -33.9% |
| 10Y | +139.3% | +695.4% | -556.1% | +58.2% |
| All | +556.0% | +4.1% | +552.0% | +275.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling