+36.6%
FIVE vs UEC
+274.7%
-238.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.1% |
| 7D | +4.3% | -6.9% | +11.2% | +5.3% |
| 30D | +12.5% | +7.6% | +4.9% | +11.1% |
| 3M | +31.2% | -18.4% | +49.6% | +33.6% |
| 6M | +14.4% | -23.3% | +37.6% | +16.1% |
| YTD | +33.9% | -1.2% | +35.1% | +29.6% |
| 1Y | +65.1% | +2.3% | +62.7% | +56.5% |
| 3Y | +49.0% | +162.3% | -113.3% | +13.8% |
| All | +36.6% | +274.7% | -238.1% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling