+152.9%
FTNT vs UEC
+18.1%
+134.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.6% |
| 7D | +7.1% | -3.8% | +10.8% | +7.4% |
| 30D | -30.9% | -13.5% | -17.4% | -30.0% |
| 3M | -23.1% | -40.5% | +17.4% | -19.7% |
| 6M | +8.1% | -56.7% | +64.8% | +14.8% |
| YTD | +60.2% | -43.0% | +103.2% | +64.0% |
| 1Y | +57.0% | -42.5% | +99.5% | +60.3% |
| 3Y | +152.9% | +11.6% | +141.4% | +140.5% |
| All | +152.9% | +18.1% | +134.8% | +140.5% |
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