+102.0%
META vs UEC
+37.5%
+64.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.1% | -5.0% | +4.2% |
| 7D | +5.7% | +1.5% | +4.2% | +5.5% |
| 30D | -10.8% | -17.1% | +6.3% | -9.6% |
| 3M | +8.4% | -32.3% | +40.7% | +11.3% |
| 6M | +5.4% | -49.7% | +55.1% | +10.2% |
| YTD | -2.6% | -34.8% | +32.2% | -1.8% |
| 1Y | +3.5% | -37.5% | +41.1% | +4.4% |
| 3Y | +102.0% | +37.1% | +65.0% | +79.3% |
| All | +102.0% | +37.5% | +64.5% | +79.3% |
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