+269.7%
FISV vs UEC
+78.8%
+190.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.0% | -7.1% | -4.2% |
| 7D | -1.6% | +2.6% | -4.2% | -1.7% |
| 30D | -3.0% | +5.6% | -8.6% | -3.4% |
| 3M | -3.5% | -5.7% | +2.2% | -3.8% |
| 6M | -19.4% | -8.0% | -11.4% | -19.9% |
| YTD | -24.3% | +1.8% | -26.1% | -25.7% |
| 1Y | -62.4% | +0.6% | -63.0% | -63.4% |
| 3Y | -58.2% | +155.2% | -213.3% | -63.2% |
| 5Y | -56.5% | +305.8% | -362.3% | -64.5% |
| 10Y | -0.5% | +943.0% | -943.5% | -30.7% |
| All | +269.7% | +78.8% | +190.9% | +109.2% |
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 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