+137.0%
UEC vs FGI
-74.8%
+211.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -25.2% | +23.1% | -1.6% |
| 7D | -3.8% | -14.4% | +10.6% | -3.5% |
| 30D | -13.5% | -11.8% | -1.7% | -13.4% |
| 3M | -40.5% | -46.2% | +5.8% | -40.0% |
| 6M | -56.7% | +5.2% | -61.8% | -57.4% |
| YTD | -43.0% | +10.5% | -53.5% | -45.5% |
| 1Y | -42.5% | +25.5% | -68.0% | -45.5% |
| 3Y | +11.6% | -16.0% | +27.6% | +1.8% |
| All | +137.0% | -74.8% | +211.8% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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