-78.1%
VFC vs UEC
+278.7%
-356.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -2.2% |
| 7D | +0.8% | +2.6% | -1.7% | +0.6% |
| 30D | -11.9% | +5.6% | -17.5% | -12.7% |
| 3M | -20.2% | -5.7% | -14.4% | -20.3% |
| 6M | -23.0% | -8.0% | -14.9% | -23.4% |
| YTD | -26.2% | +1.8% | -28.0% | -27.8% |
| 1Y | -13.3% | +0.6% | -13.9% | -16.4% |
| 3Y | -25.5% | +155.2% | -180.6% | -39.1% |
| 5Y | -78.1% | +305.8% | -383.9% | -83.4% |
| All | -78.1% | +278.7% | -356.8% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling