+48.8%
VMC vs UEC
+39.8%
+8.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.1% |
| 7D | -4.3% | +0.6% | -4.9% | -4.4% |
| 30D | +16.2% | -18.1% | +34.3% | +18.2% |
| 3M | -0.8% | -36.9% | +36.1% | +3.3% |
| 6M | +1.2% | -56.1% | +57.3% | +8.4% |
| YTD | +0.5% | -38.1% | +38.6% | +2.8% |
| 1Y | -2.9% | -41.7% | +38.8% | -0.3% |
| 3Y | +37.3% | +28.2% | +9.2% | +23.1% |
| 5Y | +48.8% | +31.7% | +17.1% | +29.1% |
| All | +48.8% | +39.8% | +8.9% | +29.1% |
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