+113.0%
FIS vs UEC
+73.5%
+39.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +1.1% | -6.9% | +8.0% | +1.6% |
| 30D | -2.2% | +7.6% | -9.9% | -2.9% |
| 3M | +2.1% | -18.4% | +20.5% | +3.0% |
| 6M | -14.7% | -23.3% | +8.6% | -14.2% |
| YTD | -35.7% | -1.2% | -34.5% | -36.9% |
| 1Y | -37.1% | +2.3% | -39.4% | -39.0% |
| 3Y | -20.0% | +162.3% | -182.3% | -30.3% |
| 5Y | -62.1% | +287.2% | -349.4% | -69.3% |
| 10Y | -37.4% | +1,009.6% | -1,047.0% | -57.5% |
| All | +113.0% | +73.5% | +39.4% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling