+853.1%
FFIV vs UEC
+14.6%
+838.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.1% | -7.9% | +1.2% |
| 7D | -2.1% | +1.5% | -3.6% | -2.3% |
| 30D | -33.8% | -17.1% | -16.7% | -32.7% |
| 3M | -20.6% | -32.3% | +11.7% | -17.9% |
| 6M | -10.2% | -49.7% | +39.5% | -5.1% |
| YTD | +24.5% | -34.8% | +59.2% | +26.9% |
| 1Y | +29.3% | -37.5% | +66.8% | +31.8% |
| 3Y | +103.8% | +37.1% | +66.7% | +84.3% |
| 5Y | +40.9% | +44.3% | -3.4% | +20.6% |
| 10Y | +126.6% | +737.4% | -610.8% | +45.3% |
| All | +853.1% | +14.6% | +838.5% | +448.9% |
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 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