-51.4%
VG vs UEC
-22.4%
-29.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.9% | +5.9% | -3.2% |
| 7D | -22.0% | -20.5% | -1.5% | -20.6% |
| 30D | -14.7% | -35.9% | +21.2% | -11.8% |
| 3M | -7.1% | -39.6% | +32.5% | -3.9% |
| 6M | -11.2% | -55.3% | +44.1% | -6.1% |
| YTD | +69.8% | -44.5% | +114.3% | +63.9% |
| 1Y | +49.9% | -50.4% | +100.3% | +48.9% |
| All | -51.4% | -22.4% | -29.0% | -65.7% |
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