+28.5%
FLR vs UEC
+0.2%
+28.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | +5.4% | -3.8% | +9.1% | +6.1% |
| 30D | +2.8% | -13.5% | +16.3% | +5.6% |
| 3M | -6.4% | -40.5% | +34.1% | +2.6% |
| 6M | +8.8% | -56.7% | +65.4% | +25.6% |
| YTD | +23.6% | -43.0% | +66.6% | +33.8% |
| 1Y | +13.8% | -42.5% | +56.3% | +22.6% |
| 3Y | +36.5% | +11.6% | +24.9% | +24.0% |
| 5Y | +119.3% | +21.8% | +97.6% | +80.1% |
| 10Y | +8.0% | +623.9% | -615.9% | -44.3% |
| All | +28.5% | +0.2% | +28.3% | -43.1% |
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