+790.3%
VLO vs UEC
+616.1%
+174.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.6% |
| 7D | +9.6% | -3.8% | +13.4% | +10.1% |
| 30D | -17.4% | -13.5% | -3.9% | -16.0% |
| 3M | +10.8% | -40.5% | +51.2% | +18.0% |
| 6M | +56.9% | -56.7% | +113.6% | +72.8% |
| YTD | +136.8% | -43.0% | +179.8% | +144.2% |
| 1Y | +120.7% | -42.5% | +163.2% | +125.8% |
| 3Y | +231.9% | +11.6% | +220.4% | +179.1% |
| 5Y | +479.0% | +21.8% | +457.3% | +335.8% |
| All | +790.3% | +616.1% | +174.2% | +294.4% |
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