-37.5%
FIS vs UEC
+28.2%
-65.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.9% | +6.7% |
| 7D | +1.5% | +0.6% | +1.0% | +1.5% |
| 30D | -11.8% | -18.1% | +6.3% | -11.8% |
| 3M | -28.5% | -36.9% | +8.4% | -28.5% |
| 6M | -27.0% | -56.1% | +29.1% | -26.7% |
| YTD | -53.1% | -38.1% | -15.0% | -53.3% |
| 1Y | -52.8% | -41.7% | -11.1% | -53.0% |
| All | -37.5% | +28.2% | -65.7% | -40.6% |
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