+56.9%
FIVE vs UEC
+151.4%
-94.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.1% |
| 7D | +4.3% | -6.9% | +11.2% | +5.1% |
| 30D | +12.5% | +7.6% | +4.9% | +11.4% |
| 3M | +31.2% | -18.4% | +49.6% | +33.1% |
| 6M | +14.4% | -23.3% | +37.6% | +15.7% |
| YTD | +33.9% | -1.2% | +35.1% | +30.3% |
| 1Y | +65.1% | +2.3% | +62.7% | +57.9% |
| All | +56.9% | +151.4% | -94.5% | +27.3% |
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 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