+65.6%
UEC vs VO
+470.8%
-405.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | -6.9% | -0.3% | -6.7% | -6.6% |
| 30D | +7.6% | -0.3% | +8.0% | +8.4% |
| 3M | -18.4% | +2.9% | -21.3% | -20.7% |
| 6M | -23.3% | +9.3% | -32.6% | -30.2% |
| YTD | -1.2% | +14.2% | -15.4% | -14.6% |
| 1Y | +2.3% | +15.3% | -12.9% | -12.7% |
| 3Y | +162.3% | +56.2% | +106.0% | +50.7% |
| 5Y | +287.2% | +42.4% | +244.8% | +176.4% |
| 10Y | +1,009.6% | +194.7% | +814.9% | +274.5% |
| All | +65.6% | +470.8% | -405.3% | -71.1% |
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