+39.8%
FTV vs UEC
+18.1%
+21.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.2% |
| 7D | +3.9% | -3.8% | +7.7% | +4.1% |
| 30D | +18.7% | -13.5% | +32.2% | +19.5% |
| 3M | +10.0% | -40.5% | +50.5% | +12.9% |
| 6M | +14.6% | -56.7% | +71.2% | +19.1% |
| YTD | +23.4% | -43.0% | +66.4% | +24.8% |
| 1Y | +31.3% | -42.5% | +73.8% | +32.2% |
| 3Y | +39.8% | +11.6% | +28.2% | +24.1% |
| All | +39.8% | +18.1% | +21.7% | +24.1% |
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