-66.9%
FSLY vs UEC
+33.3%
-100.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.9% | +7.5% | +3.2% |
| 7D | -22.9% | -5.2% | -17.8% | -21.5% |
| 30D | -44.6% | -22.0% | -22.6% | -40.4% |
| 3M | -41.5% | -37.0% | -4.5% | -33.8% |
| 6M | -20.8% | -52.7% | +31.9% | -5.1% |
| YTD | +59.5% | -38.6% | +98.1% | +73.8% |
| 1Y | +36.1% | -44.6% | +80.7% | +51.3% |
| 3Y | -1.0% | +27.1% | -28.1% | -25.3% |
| 5Y | -66.9% | +37.9% | -104.8% | -80.0% |
| All | -66.9% | +33.3% | -100.2% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling