+686.4%
UEC vs VT
+215.5%
+470.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.3% |
| 7D | -10.2% | -2.3% | -7.9% | -5.9% |
| 30D | -26.9% | -5.0% | -22.0% | -18.6% |
| 3M | -35.7% | -4.9% | -30.8% | -28.2% |
| 6M | -56.1% | -1.5% | -54.6% | -53.1% |
| YTD | -40.8% | +8.5% | -49.2% | -46.4% |
| 1Y | -43.4% | +11.4% | -54.7% | -51.0% |
| 3Y | +25.4% | +70.1% | -44.7% | -51.7% |
| 5Y | +51.1% | +53.7% | -2.6% | -22.4% |
| All | +686.4% | +215.5% | +470.8% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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