+97.6%
META vs UEC
+33.3%
+64.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +0.8% |
| 7D | +3.3% | -5.2% | +8.4% | +3.9% |
| 30D | -10.8% | -22.0% | +11.2% | -8.0% |
| 3M | +7.9% | -37.0% | +44.9% | +13.9% |
| 6M | +5.4% | -52.7% | +58.1% | +14.4% |
| YTD | -2.6% | -38.6% | +36.0% | -0.2% |
| 1Y | +1.9% | -44.6% | +46.5% | +5.4% |
| 3Y | +97.0% | +27.1% | +69.8% | +64.1% |
| 5Y | +97.6% | +37.9% | +59.8% | +40.6% |
| All | +97.6% | +33.3% | +64.4% | +40.6% |
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 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