+497.6%
FIVE vs UEC
+908.7%
-411.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.4% |
| 7D | +1.7% | -0.2% | +1.8% | +1.7% |
| 30D | +5.0% | +1.9% | +3.1% | +4.4% |
| 3M | +29.5% | +8.9% | +20.6% | +26.7% |
| 6M | +12.4% | -14.5% | +26.9% | +12.5% |
| YTD | +31.2% | -0.7% | +31.9% | +26.9% |
| 1Y | +72.9% | -4.1% | +76.9% | +65.7% |
| 3Y | +53.0% | +148.9% | -95.9% | +18.7% |
| 5Y | +34.2% | +300.0% | -265.8% | -11.4% |
| 10Y | +497.6% | +994.3% | -496.7% | +168.6% |
| All | +497.6% | +908.7% | -411.1% | +168.6% |
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 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