-100.0%
VIVK vs UEC
+885.8%
-985.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -5.2% | -2.2% | -7.0% |
| 7D | -4.4% | -9.4% | +5.1% | -3.6% |
| 30D | -40.8% | -8.0% | -32.8% | -40.5% |
| 3M | -94.1% | -1.7% | -92.4% | -94.2% |
| 6M | -98.2% | -26.1% | -72.0% | -98.2% |
| YTD | -98.0% | -10.5% | -87.5% | -98.0% |
| 1Y | -100.0% | -13.3% | -86.7% | -100.0% |
| 3Y | -100.0% | +116.4% | -216.3% | -100.0% |
| 5Y | -100.0% | +225.5% | -325.5% | -100.0% |
| All | -100.0% | +885.8% | -985.8% | -100.0% |
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