-100.0%
VIVK vs UEC
+273.6%
-373.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.0% | +7.4% | +2.8% |
| 7D | -9.5% | -4.3% | -5.2% | -9.1% |
| 30D | -35.1% | -3.8% | -31.3% | -35.0% |
| 3M | -93.4% | +17.0% | -110.3% | -93.5% |
| 6M | -98.0% | -23.9% | -74.1% | -98.0% |
| YTD | -97.9% | -5.7% | -92.2% | -97.9% |
| 1Y | -100.0% | -12.5% | -87.4% | -100.0% |
| 3Y | -100.0% | +136.5% | -236.5% | -100.0% |
| 5Y | -100.0% | +243.3% | -343.3% | -100.0% |
| All | -100.0% | +273.6% | -373.6% | -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 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