+96.1%
VCIT vs UEC
+114.2%
-18.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -0.2% |
| 7D | +0.1% | -10.2% | +10.3% | +0.1% |
| 30D | +1.9% | -26.9% | +28.8% | +2.0% |
| 3M | -1.4% | -35.7% | +34.2% | -1.3% |
| 6M | -2.1% | -56.1% | +54.0% | -1.9% |
| YTD | -1.6% | -40.8% | +39.1% | -1.5% |
| 1Y | -0.9% | -43.4% | +42.5% | -0.8% |
| 3Y | +20.0% | +25.4% | -5.4% | +19.7% |
| 5Y | +3.1% | +51.1% | -48.0% | +2.8% |
| 10Y | +28.7% | +695.4% | -666.7% | +28.3% |
| All | +96.1% | +114.2% | -18.2% | +97.2% |
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