+165.1%
VNQ vs UEC
+74.4%
+90.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.8% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -2.2% | +1.9% | -4.2% | -2.5% |
| 3M | -1.9% | +8.9% | -10.9% | -3.1% |
| 6M | +3.2% | -14.5% | +17.7% | +3.2% |
| YTD | +9.4% | -0.7% | +10.1% | +7.5% |
| 1Y | +7.5% | -4.1% | +11.6% | +5.1% |
| 3Y | +31.1% | +148.9% | -117.9% | +14.9% |
| 5Y | +6.6% | +300.0% | -293.4% | -14.1% |
| 10Y | +63.9% | +994.3% | -930.4% | +10.6% |
| All | +165.1% | +74.4% | +90.6% | +43.9% |
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