+36.5%
FLR vs UEC
+18.1%
+18.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.5% |
| 7D | +5.4% | -3.8% | +9.1% | +6.5% |
| 30D | +2.8% | -13.5% | +16.3% | +6.9% |
| 3M | -6.4% | -40.5% | +34.1% | +7.1% |
| 6M | +8.8% | -56.7% | +65.4% | +33.7% |
| YTD | +23.6% | -43.0% | +66.6% | +37.5% |
| 1Y | +13.8% | -42.5% | +56.3% | +25.6% |
| 3Y | +36.5% | +11.6% | +24.9% | +19.5% |
| All | +36.5% | +18.1% | +18.4% | +19.5% |
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