+76.6%
VFC vs UEC
+14.6%
+62.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.1% | -7.5% | +1.7% |
| 7D | +7.7% | +1.5% | +6.2% | +7.4% |
| 30D | +39.2% | -17.1% | +56.3% | +41.1% |
| 3M | +40.3% | -32.3% | +72.6% | +44.3% |
| 6M | +11.4% | -49.7% | +61.1% | +16.7% |
| YTD | +17.5% | -34.8% | +52.3% | +19.7% |
| 1Y | +45.9% | -37.5% | +83.4% | +48.6% |
| 3Y | +47.3% | +37.1% | +10.3% | +34.9% |
| 5Y | -67.2% | +44.3% | -111.5% | -71.4% |
| 10Y | -46.1% | +737.4% | -783.5% | -62.6% |
| All | +76.6% | +14.6% | +62.0% | +5.9% |
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