-40.9%
FIS vs UEC
+908.7%
-949.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -3.2% |
| 7D | -9.1% | -0.2% | -8.9% | -9.1% |
| 30D | -10.4% | +1.9% | -12.4% | -10.8% |
| 3M | -3.7% | +8.9% | -12.6% | -5.0% |
| 6M | -24.8% | -14.5% | -10.3% | -24.9% |
| YTD | -41.6% | -0.7% | -40.9% | -42.9% |
| 1Y | -42.7% | -4.1% | -38.7% | -44.6% |
| 3Y | -26.2% | +148.9% | -175.2% | -37.9% |
| 5Y | -66.1% | +300.0% | -366.1% | -74.5% |
| 10Y | -40.9% | +994.3% | -1,035.2% | -66.2% |
| All | -40.9% | +908.7% | -949.6% | -66.2% |
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