+1,071.2%
FFIV vs UEC
+73.5%
+997.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.0% | -6.9% | +6.0% | -0.2% |
| 30D | -5.1% | +7.6% | -12.7% | -5.9% |
| 3M | -4.5% | -18.4% | +13.9% | -3.1% |
| 6M | +36.5% | -23.3% | +59.7% | +37.9% |
| YTD | +53.0% | -1.2% | +54.2% | +50.1% |
| 1Y | +24.2% | +2.3% | +21.9% | +20.1% |
| 3Y | +137.2% | +162.3% | -25.1% | +101.1% |
| 5Y | +91.8% | +287.2% | -195.5% | +48.7% |
| 10Y | +215.2% | +1,009.6% | -794.4% | +96.6% |
| All | +1,071.2% | +73.5% | +997.6% | +549.4% |
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 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