-2.4%
UEC vs VO
+469.8%
-472.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.1% | -4.8% |
| 7D | +4.9% | +2.9% | +2.0% | +1.2% |
| 30D | -17.5% | +1.0% | -18.5% | -18.0% |
| 3M | -40.1% | -1.7% | -38.4% | -38.1% |
| 6M | -56.1% | +6.7% | -62.8% | -58.8% |
| YTD | -41.8% | +14.0% | -55.8% | -49.1% |
| 1Y | -44.8% | +13.7% | -58.5% | -51.4% |
| 3Y | +20.6% | +65.8% | -45.3% | -35.3% |
| 5Y | +24.3% | +36.6% | -12.3% | -6.1% |
| 10Y | +639.1% | +198.9% | +440.2% | +147.5% |
| All | -2.4% | +469.8% | -472.2% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling