+38.4%
VFC vs UEC
-45.1%
+83.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.3% | +3.5% |
| 7D | +1.6% | -3.8% | +5.4% | +2.0% |
| 30D | +25.5% | -13.5% | +39.0% | +27.2% |
| 3M | +41.3% | -40.5% | +81.8% | +49.4% |
| 6M | +22.2% | -56.7% | +78.9% | +33.4% |
| YTD | +16.4% | -43.0% | +59.4% | +21.9% |
| 1Y | +38.4% | -42.5% | +81.0% | +45.5% |
| All | +38.4% | -45.1% | +83.6% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling