+126.6%
FFIV vs UEC
+765.9%
-639.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.1% | -7.9% | +1.1% |
| 7D | -2.1% | +1.5% | -3.6% | -2.3% |
| 30D | -33.8% | -17.1% | -16.7% | -32.6% |
| 3M | -20.6% | -32.3% | +11.7% | -17.5% |
| 6M | -10.2% | -49.7% | +39.5% | -4.5% |
| YTD | +24.5% | -34.8% | +59.2% | +27.0% |
| 1Y | +29.3% | -37.5% | +66.8% | +32.0% |
| 3Y | +103.8% | +37.1% | +66.7% | +80.6% |
| 5Y | +40.9% | +44.3% | -3.4% | +16.8% |
| 10Y | +126.6% | +737.4% | -610.8% | +44.7% |
| All | +126.6% | +765.9% | -639.3% | +44.7% |
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