-5.3%
FSLY vs UEC
+722.7%
-728.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +6.3% |
| 7D | +11.2% | -0.2% | +11.3% | +11.2% |
| 30D | -18.2% | +1.9% | -20.1% | -18.6% |
| 3M | +21.9% | +8.9% | +13.0% | +18.1% |
| 6M | +4.0% | -14.5% | +18.5% | +5.9% |
| YTD | +123.1% | -0.7% | +123.8% | +114.4% |
| 1Y | +196.9% | -4.1% | +200.9% | +180.7% |
| 3Y | -1.3% | +148.9% | -150.2% | -35.0% |
| 5Y | -50.2% | +300.0% | -350.2% | -73.6% |
| All | -5.3% | +722.7% | -728.0% | -74.0% |
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