+220.5%
FSLR vs UEC
+7.8%
+212.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.9% | +0.4% | -4.6% |
| 7D | -2.6% | -5.2% | +2.5% | -2.1% |
| 30D | +1.8% | -22.0% | +23.8% | +5.3% |
| 3M | -24.4% | -37.0% | +12.6% | -19.4% |
| 6M | -17.7% | -52.7% | +35.0% | -8.8% |
| YTD | -30.7% | -38.6% | +7.9% | -27.0% |
| 1Y | -33.6% | -44.6% | +11.0% | -29.2% |
| 3Y | +35.1% | +27.1% | +8.0% | +20.7% |
| 5Y | +63.1% | +37.9% | +25.2% | +34.0% |
| 10Y | +466.4% | +631.6% | -165.2% | +206.0% |
| All | +220.5% | +7.8% | +212.7% | +25.5% |
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