+208.6%
FSLY vs UEC
-8.9%
+217.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +1.0% |
| 7D | +7.5% | -4.3% | +11.8% | +8.4% |
| 30D | -21.1% | -3.8% | -17.3% | -20.3% |
| 3M | +21.8% | +17.0% | +4.8% | +18.6% |
| 6M | -0.1% | -23.9% | +23.8% | +3.0% |
| YTD | +123.1% | -5.7% | +128.7% | +123.5% |
| 1Y | +208.6% | -12.5% | +221.1% | +195.6% |
| All | +208.6% | -8.9% | +217.4% | +195.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling