+285.9%
VRSN vs UEC
+939.6%
-653.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.0% | +5.7% | +1.0% |
| 7D | -1.5% | -4.3% | +2.7% | -1.2% |
| 30D | +0.7% | -3.8% | +4.6% | +0.8% |
| 3M | +0.6% | +17.0% | -16.4% | -1.2% |
| 6M | +21.7% | -23.9% | +45.6% | +22.7% |
| YTD | +20.0% | -5.7% | +25.7% | +17.8% |
| 1Y | +3.2% | -12.5% | +15.7% | +1.0% |
| 3Y | +42.4% | +136.5% | -94.1% | +21.0% |
| 5Y | +33.0% | +243.3% | -210.3% | +2.8% |
| All | +285.9% | +939.6% | -653.7% | +130.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling