+155.2%
UEC vs FGI
-70.0%
+225.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.9% |
| 7D | -5.2% | -4.1% | -1.1% | -5.1% |
| 30D | -22.0% | -3.4% | -18.6% | -21.9% |
| 3M | -37.0% | +61.8% | -98.8% | -38.4% |
| 6M | -52.7% | +17.0% | -69.7% | -53.5% |
| YTD | -38.6% | +31.4% | -70.0% | -41.4% |
| 1Y | -44.6% | +42.7% | -87.3% | -47.5% |
| 3Y | +27.1% | -0.1% | +27.3% | +15.8% |
| All | +155.2% | -70.0% | +225.2% | +163.0% |
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