-80.9%
FIG vs UEC
+34.4%
-115.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.8% | -3.1% |
| 7D | -14.5% | -0.2% | -14.3% | -14.5% |
| 30D | -13.3% | +1.9% | -15.2% | -13.3% |
| 3M | +7.4% | +8.9% | -1.5% | +7.1% |
| 6M | -27.8% | -14.5% | -13.3% | -27.6% |
| YTD | -41.1% | -0.7% | -40.4% | -43.4% |
| 1Y | -58.7% | -4.1% | -54.7% | -60.6% |
| All | -80.9% | +34.4% | -115.4% | -82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling