+93.9%
FTV vs UEC
+1,089.7%
-995.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -4.5% | -6.9% | +2.4% | -3.8% |
| 30D | -7.1% | +7.6% | -14.7% | -7.9% |
| 3M | -7.2% | -18.4% | +11.2% | -6.1% |
| 6M | -1.5% | -23.3% | +21.8% | -0.5% |
| YTD | +3.5% | -1.2% | +4.7% | +1.1% |
| 1Y | +20.3% | +2.3% | +18.0% | +15.6% |
| 3Y | -3.1% | +162.3% | -165.4% | -19.5% |
| 5Y | +2.3% | +287.2% | -284.9% | -23.9% |
| 10Y | +76.3% | +1,009.6% | -933.3% | -2.7% |
| All | +93.9% | +1,089.7% | -995.8% | +6.6% |
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