+282.0%
FITB vs UEC
+939.6%
-657.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +1.1% |
| 7D | -1.0% | -4.3% | +3.3% | -0.4% |
| 30D | -5.5% | -3.8% | -1.7% | -5.3% |
| 3M | +4.1% | +17.0% | -12.9% | +1.0% |
| 6M | +18.7% | -23.9% | +42.6% | +20.6% |
| YTD | +18.2% | -5.7% | +23.8% | +15.3% |
| 1Y | +23.7% | -12.5% | +36.2% | +20.0% |
| 3Y | +130.8% | +136.5% | -5.7% | +81.1% |
| 5Y | +69.8% | +243.3% | -173.5% | +14.1% |
| All | +282.0% | +939.6% | -657.6% | +72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling