-43.9%
FLUT vs UEC
+156.3%
-200.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.5% |
| 7D | +3.8% | +2.6% | +1.2% | +3.7% |
| 30D | +6.3% | +5.6% | +0.7% | +5.8% |
| 3M | -4.0% | -5.7% | +1.7% | -4.1% |
| 6M | -10.3% | -8.0% | -2.2% | -11.0% |
| YTD | -53.2% | +1.8% | -55.0% | -54.4% |
| 1Y | -65.0% | +0.6% | -65.6% | -66.2% |
| 3Y | -43.9% | +155.2% | -199.0% | -53.1% |
| All | -43.9% | +156.3% | -200.1% | -53.1% |
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 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