+281.1%
UEC vs VCLT
+103.3%
+177.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.1% | +3.0% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | +5.6% | -0.6% | +6.2% | +5.7% |
| 3M | -5.7% | -2.2% | -3.5% | -5.2% |
| 6M | -8.0% | -2.9% | -5.2% | -7.4% |
| YTD | +1.8% | -2.1% | +3.9% | +2.4% |
| 1Y | +0.6% | -2.6% | +3.2% | +1.3% |
| 3Y | +155.2% | +12.5% | +142.6% | +152.5% |
| 5Y | +305.8% | -15.3% | +321.1% | +290.1% |
| 10Y | +943.0% | +16.6% | +926.4% | +1,011.6% |
| All | +281.1% | +103.3% | +177.8% | +567.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling