+225.9%
VIK vs UEC
+59.3%
+166.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -3.1% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -18.0% | +1.9% | -20.0% | -18.5% |
| 3M | -5.8% | +8.9% | -14.7% | -7.8% |
| 6M | +17.2% | -14.5% | +31.6% | +17.4% |
| YTD | +19.1% | -0.7% | +19.8% | +14.9% |
| 1Y | +33.6% | -4.1% | +37.7% | +27.1% |
| All | +225.9% | +59.3% | +166.6% | +157.3% |
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