+54.6%
UEC vs VLTO
+56.1%
-1.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +0.8% | +9.3% | +10.1% |
| 7D | +1.5% | +2.0% | -0.6% | +1.4% |
| 30D | -17.1% | +21.8% | -38.9% | -18.1% |
| 3M | -32.3% | +20.2% | -52.5% | -33.1% |
| 6M | -49.7% | +36.3% | -86.1% | -51.1% |
| YTD | -34.8% | +18.8% | -53.6% | -35.0% |
| 1Y | -37.5% | +20.4% | -57.9% | -37.9% |
| 3Y | +37.1% | +71.9% | -34.9% | +25.0% |
| All | +54.6% | +56.1% | -1.6% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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