+18.0%
FTV vs UEC
+21.1%
-3.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | +3.9% | -3.8% | +7.7% | +4.2% |
| 30D | +18.7% | -13.5% | +32.2% | +19.8% |
| 3M | +10.0% | -40.5% | +50.5% | +14.2% |
| 6M | +14.6% | -56.7% | +71.2% | +21.3% |
| YTD | +23.4% | -43.0% | +66.4% | +25.9% |
| 1Y | +31.3% | -42.5% | +73.8% | +33.3% |
| 3Y | +39.8% | +11.6% | +28.2% | +25.8% |
| All | +18.0% | +21.1% | -3.1% | -2.4% |
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 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