+75.9%
FTV vs UEC
+939.6%
-863.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | -1.8% |
| 7D | -5.2% | -4.3% | -0.9% | -4.8% |
| 30D | -11.5% | -3.8% | -7.7% | -11.4% |
| 3M | -9.0% | +17.0% | -26.0% | -11.0% |
| 6M | -2.0% | -23.9% | +21.9% | -0.9% |
| YTD | -0.9% | -5.7% | +4.7% | -2.8% |
| 1Y | +14.8% | -12.5% | +27.3% | +12.1% |
| 3Y | -5.5% | +136.5% | -142.0% | -20.6% |
| 5Y | -1.9% | +243.3% | -245.2% | -26.0% |
| All | +75.9% | +939.6% | -863.7% | -2.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling