+113.5%
UEC vs VCLT
+98.6%
+14.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -2.0% |
| 7D | -3.8% | -2.3% | -1.5% | -3.3% |
| 30D | -13.5% | +0.8% | -14.3% | -13.6% |
| 3M | -40.5% | -2.7% | -37.8% | -40.1% |
| 6M | -56.7% | -4.3% | -52.4% | -56.2% |
| YTD | -43.0% | -4.3% | -38.7% | -42.4% |
| 1Y | -42.5% | -4.4% | -38.2% | -41.9% |
| 3Y | +11.6% | +13.8% | -2.2% | +10.6% |
| 5Y | +21.8% | -17.0% | +38.7% | +17.7% |
| 10Y | +623.9% | +20.9% | +603.0% | +708.9% |
| All | +113.5% | +98.6% | +14.8% | +276.0% |
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