-25.5%
VFC vs UEC
+156.3%
-181.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -2.1% |
| 7D | +0.8% | +2.6% | -1.7% | +0.6% |
| 30D | -11.9% | +5.6% | -17.5% | -12.5% |
| 3M | -20.2% | -5.7% | -14.4% | -20.4% |
| 6M | -23.0% | -8.0% | -14.9% | -23.3% |
| YTD | -26.2% | +1.8% | -28.0% | -27.0% |
| 1Y | -13.3% | +0.6% | -13.9% | -15.3% |
| 3Y | -25.5% | +155.2% | -180.6% | -27.8% |
| All | -25.5% | +156.3% | -181.7% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling