+552.0%
VIG vs UEC
+78.8%
+473.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.0% |
| 7D | -0.4% | +2.6% | -3.0% | -0.6% |
| 30D | -2.1% | +5.6% | -7.7% | -2.6% |
| 3M | +3.3% | -5.7% | +9.1% | +3.2% |
| 6M | +9.3% | -8.0% | +17.3% | +8.8% |
| YTD | +10.1% | +1.8% | +8.3% | +8.4% |
| 1Y | +14.7% | +0.6% | +14.1% | +12.2% |
| 3Y | +56.9% | +155.2% | -98.2% | +40.1% |
| 5Y | +62.9% | +305.8% | -242.9% | +35.3% |
| 10Y | +241.3% | +943.0% | -701.7% | +144.3% |
| All | +552.0% | +78.8% | +473.2% | +319.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling