+223.1%
VLO vs UEC
+37.5%
+185.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.1% | -7.1% | +2.7% |
| 7D | -6.5% | +1.5% | -7.9% | -6.5% |
| 30D | -17.8% | -17.1% | -0.7% | -17.3% |
| 3M | +19.6% | -32.3% | +51.9% | +20.9% |
| 6M | +49.3% | -49.7% | +99.0% | +52.5% |
| YTD | +122.4% | -34.8% | +157.2% | +121.9% |
| 1Y | +107.4% | -37.5% | +145.0% | +107.0% |
| 3Y | +223.1% | +37.1% | +186.0% | +183.3% |
| All | +223.1% | +37.5% | +185.5% | +183.3% |
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