+256.3%
FSLR vs UEC
+4.1%
+252.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.8% | -4.0% | +1.7% |
| 7D | +15.3% | -10.2% | +25.6% | +17.1% |
| 30D | +11.7% | -26.9% | +38.6% | +16.8% |
| 3M | -17.6% | -35.7% | +18.1% | -12.3% |
| 6M | -7.7% | -56.1% | +48.4% | +3.6% |
| YTD | -23.0% | -40.8% | +17.8% | -18.3% |
| 1Y | -26.0% | -43.4% | +17.3% | -21.2% |
| 3Y | +36.9% | +25.4% | +11.5% | +22.7% |
| 5Y | +72.9% | +51.1% | +21.8% | +40.4% |
| 10Y | +519.3% | +695.4% | -176.1% | +230.8% |
| All | +256.3% | +4.1% | +252.2% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling