-80.3%
FIG vs UEC
+37.8%
-118.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.0% | -8.7% | -5.8% |
| 7D | -16.4% | +2.6% | -18.9% | -16.5% |
| 30D | -2.3% | +5.6% | -7.9% | -2.4% |
| 3M | +7.8% | -5.7% | +13.5% | +8.4% |
| 6M | -21.8% | -8.0% | -13.8% | -22.1% |
| YTD | -39.1% | +1.8% | -40.9% | -41.6% |
| 1Y | -56.6% | +0.6% | -57.2% | -58.8% |
| All | -80.3% | +37.8% | -118.1% | -81.9% |
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 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