+93.4%
META vs UEC
+11.7%
+81.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.9% | +5.9% | -3.1% |
| 7D | -3.1% | -20.5% | +17.4% | -1.3% |
| 30D | -18.1% | -35.9% | +17.8% | -15.2% |
| 3M | +2.9% | -39.6% | +42.4% | +6.6% |
| 6M | +0.2% | -55.3% | +55.5% | +5.8% |
| YTD | -8.1% | -44.5% | +36.4% | -6.1% |
| 1Y | -4.5% | -50.4% | +45.9% | -1.7% |
| All | +93.4% | +11.7% | +81.7% | +75.1% |
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