+1,601.7%
VICR vs UEC
+885.8%
+715.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -5.2% | +16.3% | +12.5% |
| 7D | +5.0% | -9.4% | +14.4% | +7.5% |
| 30D | -12.5% | -8.0% | -4.5% | -11.2% |
| 3M | -33.6% | -1.7% | -31.9% | -33.7% |
| 6M | +10.7% | -26.1% | +36.8% | +18.4% |
| YTD | +80.6% | -10.5% | +91.1% | +84.5% |
| 1Y | +288.4% | -13.3% | +301.6% | +290.8% |
| 3Y | +213.8% | +116.4% | +97.4% | +138.7% |
| 5Y | +58.8% | +225.5% | -166.7% | -0.3% |
| All | +1,601.7% | +885.8% | +715.9% | +595.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling