+384.8%
V vs UEC
+908.7%
-523.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +1.9% | +1.9% | -0.1% | +1.5% |
| 3M | +13.2% | +8.9% | +4.3% | +11.7% |
| 6M | +16.7% | -14.5% | +31.2% | +16.5% |
| YTD | +5.4% | -0.7% | +6.1% | +2.9% |
| 1Y | +7.7% | -4.1% | +11.7% | +4.3% |
| 3Y | +52.0% | +148.9% | -96.9% | +27.7% |
| 5Y | +67.7% | +300.0% | -232.3% | +24.5% |
| 10Y | +384.8% | +994.3% | -609.6% | +167.4% |
| All | +384.8% | +908.7% | -523.9% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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