-14.2%
FSLY vs UEC
+718.4%
-732.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -10.6% | -6.9% | -3.7% | -9.0% |
| 30D | -20.9% | +7.6% | -28.5% | -22.3% |
| 3M | +3.4% | -18.4% | +21.8% | +7.5% |
| 6M | +2.7% | -23.3% | +26.0% | +7.2% |
| YTD | +102.3% | -1.2% | +103.5% | +94.7% |
| 1Y | +182.1% | +2.3% | +179.7% | +162.3% |
| 3Y | -14.6% | +162.3% | -176.8% | -44.7% |
| 5Y | -55.9% | +287.2% | -343.1% | -76.5% |
| All | -14.2% | +718.4% | -732.6% | -76.4% |
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