+29.1%
UEC vs VCLT
-16.7%
+45.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.8% |
| 7D | -3.8% | -2.3% | -1.5% | -2.0% |
| 30D | -13.5% | +0.8% | -14.3% | -13.9% |
| 3M | -40.5% | -2.7% | -37.8% | -39.1% |
| 6M | -56.7% | -4.3% | -52.4% | -55.0% |
| YTD | -43.0% | -4.3% | -38.7% | -40.7% |
| 1Y | -42.5% | -4.4% | -38.2% | -40.2% |
| 3Y | +11.6% | +13.8% | -2.2% | +3.8% |
| All | +29.1% | -16.7% | +45.8% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling