-23.6%
FPS vs UEC
-56.2%
+32.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -5.9% | -3.9% | -6.1% |
| 7D | +21.6% | +4.9% | +16.7% | +19.3% |
| 30D | -38.8% | -17.5% | -21.3% | -29.9% |
| 3M | -42.1% | -40.1% | -2.0% | -24.3% |
| 6M | -48.5% | -56.1% | +7.6% | -24.4% |
| All | -23.6% | -56.2% | +32.6% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling