-46.6%
VG vs UEC
-13.4%
-33.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.4% |
| 7D | +5.5% | +0.6% | +4.9% | +5.4% |
| 30D | -3.6% | -18.1% | +14.5% | -2.3% |
| 3M | -4.0% | -36.9% | +32.9% | -1.0% |
| 6M | +9.4% | -56.1% | +65.5% | +17.7% |
| YTD | +86.6% | -38.1% | +124.7% | +78.4% |
| 1Y | +69.5% | -41.7% | +111.2% | +64.4% |
| All | -46.6% | -13.4% | -33.2% | -62.7% |
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 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