-24.1%
FICO vs UEC
+19.3%
-43.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.8% | -7.2% | -0.5% |
| 7D | -0.9% | -10.2% | +9.3% | -0.8% |
| 30D | +3.3% | -26.9% | +30.3% | +3.8% |
| 3M | -31.7% | -35.7% | +4.0% | -31.2% |
| 6M | -34.0% | -56.1% | +22.2% | -32.5% |
| YTD | -58.3% | -40.8% | -17.6% | -58.6% |
| 1Y | -57.9% | -43.4% | -14.6% | -58.2% |
| 3Y | -24.1% | +25.4% | -49.4% | -32.8% |
| All | -24.1% | +19.3% | -43.4% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling