+172.5%
VEA vs UEC
+235.9%
-63.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.5% | -0.7% |
| 7D | +1.9% | +2.6% | -0.7% | +1.6% |
| 30D | +0.8% | +5.6% | -4.8% | 0.0% |
| 3M | +5.7% | -5.7% | +11.4% | +5.6% |
| 6M | +13.3% | -8.0% | +21.3% | +12.8% |
| YTD | +18.4% | +1.8% | +16.6% | +16.2% |
| 1Y | +27.0% | +0.6% | +26.4% | +23.5% |
| 3Y | +79.3% | +155.2% | -75.9% | +53.7% |
| 5Y | +62.1% | +305.8% | -243.7% | +25.7% |
| 10Y | +160.3% | +943.0% | -782.7% | +63.4% |
| All | +172.5% | +235.9% | -63.3% | +40.1% |
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