+33.9%
FROG vs UEC
+916.2%
-882.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.4% |
| 7D | -5.5% | +2.6% | -8.1% | -5.9% |
| 30D | -3.1% | +5.6% | -8.7% | -3.9% |
| 3M | +1.2% | -5.7% | +6.9% | +1.5% |
| 6M | +113.7% | -8.0% | +121.7% | +112.3% |
| YTD | +38.9% | +1.8% | +37.1% | +34.1% |
| 1Y | +72.0% | +0.6% | +71.4% | +64.0% |
| 3Y | +217.1% | +155.2% | +62.0% | +146.1% |
| 5Y | +130.6% | +305.8% | -175.2% | +58.3% |
| All | +33.9% | +916.2% | -882.4% | -20.7% |
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