+11.6%
UEC vs VCLT
+14.4%
-2.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.7% |
| 7D | -3.8% | -2.3% | -1.5% | -1.7% |
| 30D | -13.5% | +0.8% | -14.3% | -14.0% |
| 3M | -40.5% | -2.7% | -37.8% | -38.9% |
| 6M | -56.7% | -4.3% | -52.4% | -54.8% |
| YTD | -43.0% | -4.3% | -38.7% | -40.4% |
| 1Y | -42.5% | -4.4% | -38.2% | -39.9% |
| 3Y | +11.6% | +13.8% | -2.2% | +22.6% |
| All | +11.6% | +14.4% | -2.9% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling