+4.4%
FICO vs UEC
+157.0%
-152.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -16.9% | -16.7% |
| 7D | -19.2% | -6.9% | -12.2% | -19.1% |
| 30D | -14.6% | +7.6% | -22.2% | -14.7% |
| 3M | -20.1% | -18.4% | -1.7% | -19.4% |
| 6M | -36.3% | -23.3% | -13.1% | -35.7% |
| YTD | -44.9% | -1.2% | -43.7% | -45.7% |
| 1Y | -38.6% | +2.3% | -40.9% | -40.3% |
| All | +4.4% | +157.0% | -152.6% | -10.6% |
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