-39.3%
VG vs UEC
+38.2%
-77.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +1.7% | -6.9% | +8.6% | +2.3% |
| 30D | +16.0% | +7.6% | +8.4% | +14.9% |
| 3M | +9.7% | -18.4% | +28.1% | +12.0% |
| 6M | +29.6% | -23.3% | +52.8% | +30.4% |
| YTD | +112.0% | -1.2% | +113.2% | +96.0% |
| 1Y | +12.8% | +2.3% | +10.5% | -2.6% |
| All | -39.3% | +38.2% | -77.5% | -59.0% |
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 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