+906.2%
FN vs UEC
+988.7%
-82.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.9% | +3.1% |
| 7D | -1.7% | -6.9% | +5.3% | -0.4% |
| 30D | -22.0% | +7.6% | -29.6% | -23.3% |
| 3M | -43.0% | -18.4% | -24.6% | -41.2% |
| 6M | -27.7% | -23.3% | -4.5% | -25.1% |
| YTD | -10.5% | -1.2% | -9.3% | -11.9% |
| 1Y | +12.5% | +2.3% | +10.2% | +9.0% |
| 3Y | +153.8% | +162.3% | -8.5% | +105.8% |
| 5Y | +288.0% | +287.2% | +0.8% | +175.2% |
| All | +906.2% | +988.7% | -82.5% | +489.5% |
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 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