-11.0%
FLUT vs UEC
+939.6%
-950.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.5% |
| 7D | -3.6% | -4.3% | +0.7% | -3.4% |
| 30D | -0.3% | -3.8% | +3.5% | -0.3% |
| 3M | -12.6% | +17.0% | -29.6% | -13.4% |
| 6M | -8.0% | -23.9% | +15.9% | -7.6% |
| YTD | -54.1% | -5.7% | -48.5% | -54.6% |
| 1Y | -66.1% | -12.5% | -53.6% | -66.5% |
| 3Y | -45.0% | +136.5% | -181.5% | -48.9% |
| 5Y | -51.2% | +243.3% | -294.5% | -55.4% |
| All | -11.0% | +939.6% | -950.6% | -9.8% |
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