+806.8%
FIVE vs UEC
+239.2%
+567.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.8% | -7.2% | -1.2% |
| 7D | -0.3% | -10.2% | +10.0% | +0.9% |
| 30D | +17.7% | -26.9% | +44.6% | +21.8% |
| 3M | +4.0% | -35.7% | +39.7% | +8.9% |
| 6M | +2.6% | -56.1% | +58.7% | +11.2% |
| YTD | +27.6% | -40.8% | +68.3% | +31.8% |
| 1Y | +59.9% | -43.4% | +103.3% | +65.5% |
| 3Y | +35.8% | +25.4% | +10.4% | +21.7% |
| 5Y | +14.4% | +51.1% | -36.7% | -5.1% |
| 10Y | +576.1% | +695.4% | -119.3% | +319.2% |
| All | +806.8% | +239.2% | +567.6% | +465.1% |
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