+244.4%
VIG vs UEC
+885.8%
-641.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.9% | +1.1% |
| 7D | -1.1% | -9.4% | +8.4% | -0.3% |
| 30D | -2.7% | -8.0% | +5.3% | -2.3% |
| 3M | +2.5% | -1.7% | +4.2% | +2.2% |
| 6M | +9.2% | -26.1% | +35.4% | +10.6% |
| YTD | +9.8% | -10.5% | +20.4% | +8.8% |
| 1Y | +12.4% | -13.3% | +25.7% | +10.6% |
| 3Y | +55.9% | +116.4% | -60.5% | +36.3% |
| 5Y | +63.9% | +225.5% | -161.6% | +30.7% |
| All | +244.4% | +885.8% | -641.4% | +114.2% |
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