+455.6%
FSLR vs UEC
+623.0%
-167.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -8.4% | +0.6% | -9.0% | -8.8% |
| 30D | -0.9% | -18.1% | +17.2% | +2.0% |
| 3M | -26.1% | -36.9% | +10.8% | -20.8% |
| 6M | -23.6% | -56.1% | +32.5% | -13.8% |
| YTD | -31.8% | -38.1% | +6.3% | -27.9% |
| 1Y | -32.6% | -41.7% | +9.1% | -28.3% |
| 3Y | +33.0% | +28.2% | +4.8% | +18.2% |
| 5Y | +56.8% | +31.7% | +25.1% | +28.3% |
| 10Y | +455.6% | +685.9% | -230.3% | +181.9% |
| All | +455.6% | +623.0% | -167.4% | +181.9% |
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