+832.3%
FFIV vs UEC
+4.1%
+828.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.8% | -7.1% | -1.0% |
| 7D | -8.1% | -10.2% | +2.1% | -7.2% |
| 30D | -33.4% | -26.9% | -6.5% | -31.4% |
| 3M | -24.7% | -35.7% | +10.9% | -21.7% |
| 6M | -8.8% | -56.1% | +47.3% | -2.3% |
| YTD | +21.8% | -40.8% | +62.5% | +25.3% |
| 1Y | +25.3% | -43.4% | +68.7% | +29.1% |
| 3Y | +101.2% | +25.4% | +75.8% | +83.6% |
| 5Y | +40.2% | +51.1% | -10.9% | +19.6% |
| 10Y | +129.0% | +695.4% | -566.4% | +47.7% |
| All | +832.3% | +4.1% | +828.3% | +442.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling