+160.3%
FN vs UEC
+157.0%
+3.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.9% | +3.1% |
| 7D | -1.7% | -6.9% | +5.3% | +0.6% |
| 30D | -22.0% | +7.6% | -29.6% | -24.4% |
| 3M | -43.0% | -18.4% | -24.6% | -40.1% |
| 6M | -27.7% | -23.3% | -4.5% | -23.7% |
| YTD | -10.5% | -1.2% | -9.3% | -14.1% |
| 1Y | +12.5% | +2.3% | +10.2% | +4.2% |
| All | +160.3% | +157.0% | +3.3% | +80.2% |
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