+182.3%
VICR vs UEC
+134.5%
+47.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.0% | +1.8% | -1.6% |
| 7D | -0.4% | -4.3% | +3.9% | +1.0% |
| 30D | -15.6% | -3.8% | -11.7% | -15.0% |
| 3M | -35.4% | +17.0% | -52.4% | -38.8% |
| 6M | +1.3% | -23.9% | +25.2% | +8.4% |
| YTD | +62.5% | -5.7% | +68.1% | +65.9% |
| 1Y | +255.5% | -12.5% | +268.0% | +259.7% |
| All | +182.3% | +134.5% | +47.8% | +120.0% |
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 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