+92.9%
FFIV vs UEC
+274.7%
-181.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.0% | -6.9% | +6.0% | -0.1% |
| 30D | -5.1% | +7.6% | -12.7% | -6.0% |
| 3M | -4.5% | -18.4% | +13.9% | -2.9% |
| 6M | +36.5% | -23.3% | +59.7% | +38.1% |
| YTD | +53.0% | -1.2% | +54.2% | +49.4% |
| 1Y | +24.2% | +2.3% | +21.9% | +18.9% |
| 3Y | +137.2% | +162.3% | -25.1% | +89.4% |
| All | +92.9% | +274.7% | -181.8% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling