+42.9%
VICR vs UEC
+273.6%
-230.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.0% | +1.8% | -1.7% |
| 7D | -0.4% | -4.3% | +3.9% | +0.9% |
| 30D | -15.6% | -3.8% | -11.7% | -15.1% |
| 3M | -35.4% | +17.0% | -52.4% | -38.5% |
| 6M | +1.3% | -23.9% | +25.2% | +8.3% |
| YTD | +62.5% | -5.7% | +68.1% | +64.4% |
| 1Y | +255.5% | -12.5% | +268.0% | +257.1% |
| 3Y | +182.0% | +136.5% | +45.5% | +101.9% |
| 5Y | +42.9% | +243.3% | -200.4% | -15.7% |
| All | +42.9% | +273.6% | -230.7% | -15.7% |
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