+44.6%
FSLR vs UEC
+37.5%
+7.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +10.1% | -14.9% | -6.9% |
| 7D | +5.3% | +1.5% | +3.8% | +4.5% |
| 30D | +7.8% | -17.1% | +24.8% | +11.4% |
| 3M | -23.4% | -32.3% | +9.0% | -17.6% |
| 6M | -12.9% | -49.7% | +36.9% | -1.5% |
| YTD | -26.7% | -34.8% | +8.1% | -21.9% |
| 1Y | -28.4% | -37.5% | +9.1% | -23.5% |
| 3Y | +44.6% | +37.1% | +7.5% | +17.2% |
| All | +44.6% | +37.5% | +7.0% | +17.2% |
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