+98.0%
VCIT vs UEC
+257.3%
-159.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.3% | -6.9% | +6.6% | -0.3% |
| 30D | -0.8% | +7.6% | -8.4% | -0.8% |
| 3M | -1.0% | -18.4% | +17.4% | -1.0% |
| 6M | -1.8% | -23.3% | +21.4% | -1.8% |
| YTD | -0.7% | -1.2% | +0.5% | -0.8% |
| 1Y | +1.0% | +2.3% | -1.3% | +0.9% |
| 3Y | +18.8% | +162.3% | -143.4% | +18.3% |
| 5Y | +3.5% | +287.2% | -283.8% | +2.9% |
| 10Y | +29.2% | +1,009.6% | -980.4% | +28.5% |
| All | +98.0% | +257.3% | -159.3% | +98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling