-69.9%
VFC vs UEC
+939.6%
-1,009.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.0% | +3.4% | -0.9% |
| 7D | -3.3% | -4.3% | +1.0% | -2.8% |
| 30D | -14.0% | -3.8% | -10.2% | -13.8% |
| 3M | -22.6% | +17.0% | -39.5% | -24.4% |
| 6M | -24.7% | -23.9% | -0.8% | -23.3% |
| YTD | -29.0% | -5.7% | -23.3% | -30.1% |
| 1Y | -13.8% | -12.5% | -1.2% | -15.8% |
| 3Y | -28.2% | +136.5% | -164.7% | -41.8% |
| 5Y | -79.0% | +243.3% | -322.3% | -85.0% |
| All | -69.9% | +939.6% | -1,009.5% | -84.3% |
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