-59.8%
FISV vs UEC
+134.5%
-194.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.0% | +5.6% | +0.5% |
| 7D | -7.2% | -4.3% | -2.9% | -7.2% |
| 30D | -7.2% | -3.8% | -3.3% | -7.2% |
| 3M | -8.2% | +17.0% | -25.1% | -8.1% |
| 6M | -17.7% | -23.9% | +6.2% | -17.6% |
| YTD | -27.2% | -5.7% | -21.5% | -27.3% |
| 1Y | -63.0% | -12.5% | -50.4% | -63.2% |
| All | -59.8% | +134.5% | -194.3% | -62.6% |
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