+123.5%
FSLR vs UEC
+278.7%
-155.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.0% | +1.3% | +3.7% |
| 7D | +6.8% | +2.6% | +4.2% | +6.3% |
| 30D | -14.7% | +5.6% | -20.3% | -15.9% |
| 3M | -22.6% | -5.7% | -16.9% | -22.4% |
| 6M | +12.7% | -8.0% | +20.7% | +12.7% |
| YTD | -18.4% | +1.8% | -20.2% | -20.5% |
| 1Y | +4.9% | +0.6% | +4.3% | +0.8% |
| 3Y | +16.4% | +155.2% | -138.8% | -12.2% |
| 5Y | +123.5% | +305.8% | -182.3% | +36.2% |
| All | +123.5% | +278.7% | -155.2% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling