+15.4%
FLR vs UEC
+939.6%
-924.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | -1.1% |
| 7D | -6.9% | -4.3% | -2.6% | -5.9% |
| 30D | +1.1% | -3.8% | +5.0% | +1.6% |
| 3M | +14.3% | +17.0% | -2.7% | +9.1% |
| 6M | +19.1% | -23.9% | +43.0% | +24.5% |
| YTD | +35.1% | -5.7% | +40.8% | +32.3% |
| 1Y | +29.5% | -12.5% | +42.0% | +27.1% |
| 3Y | +53.0% | +136.5% | -83.5% | +10.0% |
| 5Y | +238.9% | +243.3% | -4.4% | +94.2% |
| All | +15.4% | +939.6% | -924.2% | -60.3% |
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