+36.6%
FFIV vs UEC
-46.3%
+82.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | 0.0% |
| 7D | -9.8% | -13.8% | +4.0% | -8.6% |
| 30D | -28.1% | -23.1% | -5.0% | -26.5% |
| 3M | -20.0% | -31.5% | +11.5% | -17.5% |
| 6M | -0.1% | -51.5% | +51.4% | +4.9% |
| YTD | +29.2% | -38.4% | +67.6% | +33.4% |
| 1Y | +36.6% | -44.7% | +81.3% | +41.8% |
| All | +36.6% | -46.3% | +82.9% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling