+484.0%
V vs UEC
+616.1%
-132.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | +0.9% | -3.8% | +4.7% | +1.2% |
| 30D | +9.0% | -13.5% | +22.5% | +10.0% |
| 3M | +16.7% | -40.5% | +57.2% | +21.3% |
| 6M | +33.4% | -56.7% | +90.1% | +41.4% |
| YTD | +22.4% | -43.0% | +65.3% | +24.7% |
| 1Y | +27.7% | -42.5% | +70.2% | +29.6% |
| 3Y | +78.0% | +11.6% | +66.4% | +61.0% |
| 5Y | +108.5% | +21.8% | +86.8% | +75.5% |
| All | +484.0% | +616.1% | -132.1% | +235.7% |
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