+640.4%
FLEX vs UEC
+765.9%
-125.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +10.1% | +1.9% | +9.9% |
| 7D | -7.2% | +1.5% | -8.6% | -7.1% |
| 30D | -34.8% | -17.1% | -17.7% | -31.8% |
| 3M | -35.6% | -32.3% | -3.3% | -30.2% |
| 6M | -45.0% | -49.7% | +4.7% | -37.4% |
| YTD | +29.4% | -34.8% | +64.1% | +39.4% |
| 1Y | +24.8% | -37.5% | +62.3% | +34.9% |
| 3Y | +304.4% | +37.1% | +267.4% | +257.6% |
| 5Y | +484.1% | +44.3% | +439.8% | +368.1% |
| 10Y | +640.4% | +737.4% | -97.0% | +283.5% |
| All | +640.4% | +765.9% | -125.5% | +283.5% |
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