-1.0%
FSLY vs UEC
+27.4%
-28.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.9% | +7.5% | +2.8% |
| 7D | -22.9% | -5.2% | -17.8% | -21.9% |
| 30D | -44.6% | -22.0% | -22.6% | -41.8% |
| 3M | -41.5% | -37.0% | -4.5% | -36.3% |
| 6M | -20.8% | -52.7% | +31.9% | -10.8% |
| YTD | +59.5% | -38.6% | +98.1% | +70.7% |
| 1Y | +36.1% | -44.6% | +80.7% | +47.2% |
| 3Y | -1.0% | +27.1% | -28.1% | -3.5% |
| All | -1.0% | +27.4% | -28.3% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling