+61.8%
FE vs UEC
+4.1%
+57.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.8% | -8.2% | -1.8% |
| 7D | -1.0% | -10.2% | +9.2% | -0.5% |
| 30D | +4.1% | -26.9% | +31.1% | +5.6% |
| 3M | -1.0% | -35.7% | +34.7% | +0.8% |
| 6M | +4.0% | -56.1% | +60.1% | +7.5% |
| YTD | +6.8% | -40.8% | +47.6% | +8.1% |
| 1Y | +5.3% | -43.4% | +48.7% | +6.6% |
| 3Y | +44.6% | +25.4% | +19.2% | +36.9% |
| 5Y | +44.2% | +51.1% | -6.9% | +31.0% |
| 10Y | +107.3% | +695.4% | -588.1% | +59.5% |
| All | +61.8% | +4.1% | +57.8% | +13.3% |
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