+9.3%
UEC vs VO
+467.8%
-458.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +2.7% | +7.4% | +6.4% |
| 7D | +1.5% | -0.1% | +1.6% | +2.1% |
| 30D | -17.1% | +0.5% | -17.6% | -17.1% |
| 3M | -32.3% | -1.0% | -31.3% | -30.7% |
| 6M | -49.7% | +6.4% | -56.2% | -52.7% |
| YTD | -34.8% | +13.6% | -48.4% | -42.8% |
| 1Y | -37.5% | +14.5% | -52.0% | -45.6% |
| 3Y | +37.1% | +67.2% | -30.2% | -27.3% |
| 5Y | +44.3% | +36.1% | +8.2% | +9.5% |
| 10Y | +737.4% | +199.3% | +538.0% | +180.1% |
| All | +9.3% | +467.8% | -458.5% | -80.6% |
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