+62.8%
VIG vs UEC
+273.6%
-210.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | -0.1% |
| 7D | -2.2% | -4.3% | +2.0% | -1.9% |
| 30D | -3.2% | -3.8% | +0.6% | -3.1% |
| 3M | +3.0% | +17.0% | -13.9% | +1.5% |
| 6M | +8.1% | -23.9% | +32.0% | +9.1% |
| YTD | +9.1% | -5.7% | +14.7% | +7.7% |
| 1Y | +12.6% | -12.5% | +25.1% | +10.9% |
| 3Y | +55.4% | +136.5% | -81.1% | +36.2% |
| 5Y | +62.8% | +243.3% | -180.5% | +34.8% |
| All | +62.8% | +273.6% | -210.8% | +34.8% |
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