+55.4%
FIS vs UEC
+8.7%
+46.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.9% | +6.7% |
| 7D | +1.5% | +0.6% | +1.0% | +1.4% |
| 30D | -11.8% | -18.1% | +6.3% | -10.7% |
| 3M | -28.5% | -36.9% | +8.4% | -26.5% |
| 6M | -27.0% | -56.1% | +29.1% | -23.5% |
| YTD | -53.1% | -38.1% | -15.0% | -52.5% |
| 1Y | -52.8% | -41.7% | -11.1% | -52.1% |
| 3Y | -37.5% | +28.2% | -65.7% | -42.5% |
| 5Y | -71.1% | +31.7% | -102.8% | -74.6% |
| 10Y | -52.0% | +685.9% | -737.9% | -66.6% |
| All | +55.4% | +8.7% | +46.6% | -7.3% |
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