+74.5%
VFC vs UEC
+8.7%
+65.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -1.4% | +0.6% | -1.9% | -1.5% |
| 30D | +30.7% | -18.1% | +48.8% | +32.6% |
| 3M | +40.6% | -36.9% | +77.5% | +45.5% |
| 6M | +16.5% | -56.1% | +72.6% | +23.6% |
| YTD | +16.2% | -38.1% | +54.3% | +18.8% |
| 1Y | +42.4% | -41.7% | +84.1% | +46.0% |
| 3Y | +48.1% | +28.2% | +19.9% | +36.4% |
| 5Y | -67.8% | +31.7% | -99.5% | -71.7% |
| 10Y | -48.5% | +685.9% | -734.3% | -64.0% |
| All | +74.5% | +8.7% | +65.8% | +5.1% |
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