+50.0%
VG vs UEC
-47.1%
+97.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.8% | -6.7% | +0.4% |
| 7D | -22.0% | -10.2% | -11.8% | -22.4% |
| 30D | -11.6% | -26.9% | +15.3% | -13.0% |
| 3M | -14.9% | -35.7% | +20.8% | -16.6% |
| 6M | -3.5% | -56.1% | +52.6% | -4.1% |
| YTD | +70.0% | -40.8% | +110.7% | +49.1% |
| 1Y | +50.0% | -43.4% | +93.4% | +33.0% |
| All | +50.0% | -47.1% | +97.1% | +33.0% |
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