+47.3%
FLR vs UEC
+73.5%
-26.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +5.4% | -6.9% | +12.4% | +6.8% |
| 30D | +11.4% | +7.6% | +3.7% | +9.5% |
| 3M | +11.4% | -18.4% | +29.8% | +14.7% |
| 6M | +16.6% | -23.3% | +39.9% | +20.5% |
| YTD | +41.7% | -1.2% | +42.9% | +38.6% |
| 1Y | +35.4% | +2.3% | +33.1% | +30.2% |
| 3Y | +57.3% | +162.3% | -105.0% | +21.5% |
| 5Y | +241.0% | +287.2% | -46.3% | +125.0% |
| 10Y | +16.6% | +1,009.6% | -993.0% | -44.8% |
| All | +47.3% | +73.5% | -26.2% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling