+504.1%
FDS vs UEC
+73.5%
+430.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.5% |
| 7D | -1.9% | -6.9% | +5.0% | -1.4% |
| 30D | +9.0% | +7.6% | +1.4% | +8.2% |
| 3M | +18.9% | -18.4% | +37.2% | +19.8% |
| 6M | +35.1% | -23.3% | +58.4% | +35.7% |
| YTD | +5.5% | -1.2% | +6.7% | +3.3% |
| 1Y | -16.8% | +2.3% | -19.1% | -19.6% |
| 3Y | -28.1% | +162.3% | -190.3% | -38.2% |
| 5Y | -17.4% | +287.2% | -304.7% | -34.8% |
| 10Y | +85.4% | +1,009.6% | -924.2% | +19.9% |
| All | +504.1% | +73.5% | +430.6% | +233.6% |
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 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