+21.9%
VMC vs UEC
+153.0%
-131.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.7% | -1.9% |
| 7D | -0.5% | +2.6% | -3.1% | -0.8% |
| 30D | -9.1% | +5.6% | -14.7% | -9.7% |
| 3M | -4.1% | -5.7% | +1.6% | -4.3% |
| 6M | -5.5% | -8.0% | +2.5% | -6.1% |
| YTD | -8.9% | +1.8% | -10.7% | -10.6% |
| 1Y | -12.9% | +0.6% | -13.5% | -15.4% |
| All | +21.9% | +153.0% | -131.0% | +3.0% |
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 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