+282.7%
FLEX vs UEC
+18.1%
+264.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -2.0% | -3.4% |
| 7D | +7.5% | -3.8% | +11.2% | +8.8% |
| 30D | -25.3% | -13.5% | -11.8% | -21.4% |
| 3M | -39.7% | -40.5% | +0.8% | -30.2% |
| 6M | -47.9% | -56.7% | +8.8% | -35.4% |
| YTD | +24.1% | -43.0% | +67.1% | +43.4% |
| 1Y | +26.0% | -42.5% | +68.5% | +44.5% |
| 3Y | +282.7% | +11.6% | +271.1% | +259.1% |
| All | +282.7% | +18.1% | +264.6% | +259.1% |
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 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