+80.0%
VICR vs UEC
-46.3%
+126.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -4.9% | -6.2% | -8.6% |
| 7D | -26.6% | -13.8% | -12.8% | -20.4% |
| 30D | -47.9% | -23.1% | -24.8% | -40.4% |
| 3M | -29.8% | -31.5% | +1.8% | -16.5% |
| 6M | -36.6% | -51.5% | +14.9% | -11.1% |
| YTD | +45.1% | -38.4% | +83.6% | +84.4% |
| 1Y | +80.0% | -44.7% | +124.7% | +132.1% |
| All | +80.0% | -46.3% | +126.4% | +132.1% |
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 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