-100.0%
VIVK vs UEC
+364.5%
-464.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.0% | +4.6% | +7.4% |
| 7D | +13.1% | +2.6% | +10.5% | +12.8% |
| 30D | -29.7% | +5.6% | -35.3% | -30.1% |
| 3M | -93.0% | -5.7% | -87.3% | -93.0% |
| 6M | -98.0% | -8.0% | -89.9% | -98.0% |
| YTD | -97.8% | +1.8% | -99.6% | -97.8% |
| 1Y | -100.0% | +0.6% | -100.6% | -100.0% |
| 3Y | -100.0% | +155.2% | -255.1% | -100.0% |
| 5Y | -100.0% | +305.8% | -405.8% | -100.0% |
| 10Y | -100.0% | +943.0% | -1,043.0% | -100.0% |
| All | -100.0% | +364.5% | -464.5% | -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 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