+256.8%
FLEX vs UEC
+19.3%
+237.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.8% | -2.2% | +2.5% |
| 7D | -19.3% | -10.2% | -9.1% | -16.4% |
| 30D | -41.5% | -26.9% | -14.6% | -35.7% |
| 3M | -43.1% | -35.7% | -7.4% | -35.7% |
| 6M | -48.2% | -56.1% | +7.9% | -36.4% |
| YTD | +15.5% | -40.8% | +56.2% | +31.7% |
| 1Y | +10.2% | -43.4% | +53.6% | +26.2% |
| 3Y | +256.8% | +25.4% | +231.5% | +234.5% |
| All | +256.8% | +19.3% | +237.5% | +234.5% |
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 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