+348.1%
FERG vs UEC
+939.6%
-591.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +4.0% | -0.7% |
| 7D | -1.0% | -4.3% | +3.2% | -0.8% |
| 30D | -11.8% | -3.8% | -8.0% | -11.7% |
| 3M | -1.2% | +17.0% | -18.2% | -2.3% |
| 6M | -2.3% | -23.9% | +21.6% | -1.5% |
| YTD | +0.8% | -5.7% | +6.4% | +0.2% |
| 1Y | +0.5% | -12.5% | +13.0% | -0.2% |
| 3Y | +51.4% | +136.5% | -85.1% | +40.7% |
| 5Y | +67.5% | +243.3% | -175.8% | +52.5% |
| All | +348.1% | +939.6% | -591.5% | +304.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling