+462.9%
META vs UEC
+616.1%
-153.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.1% |
| 7D | +5.2% | -3.8% | +8.9% | +5.6% |
| 30D | -13.0% | -13.5% | +0.5% | -11.6% |
| 3M | +7.9% | -40.5% | +48.4% | +14.1% |
| 6M | +4.2% | -56.7% | +60.9% | +13.4% |
| YTD | -2.5% | -43.0% | +40.4% | +0.8% |
| 1Y | +5.6% | -42.5% | +48.1% | +8.6% |
| 3Y | +96.8% | +11.6% | +85.2% | +76.0% |
| 5Y | +90.0% | +21.8% | +68.3% | +57.3% |
| All | +462.9% | +616.1% | -153.2% | +243.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling