+29.1%
UEC vs VT
+57.0%
-28.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.4% |
| 7D | -3.8% | +2.4% | -6.1% | -8.0% |
| 30D | -13.5% | -1.5% | -12.0% | -9.9% |
| 3M | -40.5% | -4.1% | -36.4% | -33.9% |
| 6M | -56.7% | +0.6% | -57.2% | -55.4% |
| YTD | -43.0% | +11.0% | -54.0% | -51.0% |
| 1Y | -42.5% | +13.3% | -55.9% | -52.3% |
| 3Y | +11.6% | +73.4% | -61.8% | -61.1% |
| All | +29.1% | +57.0% | -28.0% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling