+885.8%
UEC vs VCLT
+17.1%
+868.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -9.4% | -1.4% | -8.1% | -8.8% |
| 30D | -8.0% | -1.2% | -6.8% | -7.3% |
| 3M | -1.7% | -4.8% | +3.1% | +1.1% |
| 6M | -26.1% | -2.6% | -23.6% | -24.6% |
| YTD | -10.5% | -3.3% | -7.2% | -8.4% |
| 1Y | -13.3% | -4.8% | -8.5% | -10.5% |
| 3Y | +116.4% | +11.5% | +104.8% | +106.3% |
| 5Y | +225.5% | -17.0% | +242.5% | +240.9% |
| All | +885.8% | +17.1% | +868.8% | +885.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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