+125.4%
FFIV vs UEC
+677.4%
-552.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.8% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | -32.4% | -18.1% | -14.3% | -31.1% |
| 3M | -22.7% | -36.9% | +14.2% | -19.1% |
| 6M | -10.7% | -56.1% | +45.4% | -3.5% |
| YTD | +25.4% | -38.1% | +63.5% | +28.7% |
| 1Y | +34.2% | -41.7% | +75.9% | +38.1% |
| 3Y | +101.2% | +28.2% | +73.0% | +79.5% |
| 5Y | +42.0% | +31.7% | +10.3% | +18.8% |
| All | +125.4% | +677.4% | -552.0% | +43.9% |
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