+267.7%
FROG vs UEC
+19.3%
+248.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +6.8% | +28.5% | +34.4% |
| 7D | +7.0% | -10.2% | +17.2% | +8.6% |
| 30D | +2.9% | -26.9% | +29.8% | +6.7% |
| 3M | +21.6% | -35.7% | +57.3% | +27.7% |
| 6M | +87.7% | -56.1% | +143.8% | +102.1% |
| YTD | +61.7% | -40.8% | +102.4% | +67.1% |
| 1Y | +113.7% | -43.4% | +157.0% | +121.1% |
| 3Y | +267.7% | +25.4% | +242.4% | +248.4% |
| All | +267.7% | +19.3% | +248.4% | +248.4% |
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