+442.4%
FLEX vs UEC
+157.0%
+285.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -0.9% | -6.9% | +6.0% | +0.9% |
| 30D | -10.1% | +7.6% | -17.8% | -12.3% |
| 3M | -31.3% | -18.4% | -13.0% | -28.9% |
| 6M | +71.3% | -23.3% | +94.5% | +78.4% |
| YTD | +81.2% | -1.2% | +82.4% | +79.0% |
| 1Y | +98.5% | +2.3% | +96.2% | +91.7% |
| All | +442.4% | +157.0% | +285.4% | +333.2% |
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