+994.3%
UEC vs VO
+193.0%
+801.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.0% |
| 7D | -0.2% | -0.6% | +0.4% | +0.8% |
| 30D | +1.9% | -1.9% | +3.9% | +5.6% |
| 3M | +8.9% | +3.3% | +5.7% | +4.2% |
| 6M | -14.5% | +9.7% | -24.1% | -25.0% |
| YTD | -0.7% | +12.6% | -13.3% | -15.8% |
| 1Y | -4.1% | +13.6% | -17.7% | -20.1% |
| 3Y | +148.9% | +56.8% | +92.1% | +19.2% |
| 5Y | +300.0% | +42.3% | +257.7% | +149.4% |
| 10Y | +994.3% | +199.2% | +795.2% | +146.4% |
| All | +994.3% | +193.0% | +801.4% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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