+62.8%
META vs UEC
+274.7%
-211.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +6.7% | -6.9% | +13.6% | +7.7% |
| 30D | +4.8% | +7.6% | -2.9% | +3.4% |
| 3M | -1.6% | -18.4% | +16.8% | +0.1% |
| 6M | -7.5% | -23.3% | +15.8% | -6.2% |
| YTD | -6.4% | -1.2% | -5.2% | -9.5% |
| 1Y | -17.3% | +2.3% | -19.7% | -21.8% |
| 3Y | +109.9% | +162.3% | -52.3% | +59.1% |
| All | +62.8% | +274.7% | -211.9% | +8.5% |
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