+63.0%
FE vs UEC
+73.5%
-10.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | +1.9% | -6.9% | +8.9% | +2.3% |
| 30D | -1.2% | +7.6% | -8.8% | -1.7% |
| 3M | +3.5% | -18.4% | +21.9% | +4.1% |
| 6M | -6.1% | -23.3% | +17.2% | -5.6% |
| YTD | +7.6% | -1.2% | +8.8% | +6.4% |
| 1Y | +11.9% | +2.3% | +9.6% | +9.9% |
| 3Y | +48.4% | +162.3% | -113.8% | +35.4% |
| 5Y | +44.8% | +287.2% | -242.5% | +25.1% |
| 10Y | +115.9% | +1,009.6% | -893.7% | +63.6% |
| All | +63.0% | +73.5% | -10.5% | +11.5% |
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