+177.9%
VMC vs UEC
+73.5%
+104.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | -4.3% | -6.9% | +2.6% | -3.6% |
| 30D | -8.2% | +7.6% | -15.9% | -9.1% |
| 3M | -7.0% | -18.4% | +11.3% | -5.8% |
| 6M | -10.8% | -23.3% | +12.5% | -9.6% |
| YTD | -7.4% | -1.2% | -6.2% | -9.3% |
| 1Y | -9.5% | +2.3% | -11.8% | -12.6% |
| 3Y | +20.5% | +162.3% | -141.8% | +0.8% |
| 5Y | +51.6% | +287.2% | -235.7% | +14.2% |
| 10Y | +150.0% | +1,009.6% | -859.6% | +47.9% |
| All | +177.9% | +73.5% | +104.4% | +34.9% |
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