+1,934.0%
VRT vs UEC
+296.4%
+1,637.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.6% | -3.1% |
| 7D | +10.5% | -3.8% | +14.3% | +11.6% |
| 30D | -9.3% | -13.5% | +4.2% | -5.6% |
| 3M | -29.6% | -40.5% | +10.9% | -20.6% |
| 6M | -45.4% | -56.7% | +11.3% | -34.4% |
| YTD | +24.8% | -43.0% | +67.8% | +38.9% |
| 1Y | +23.6% | -42.5% | +66.2% | +36.8% |
| 3Y | +379.7% | +11.6% | +368.1% | +341.3% |
| 5Y | +660.3% | +21.8% | +638.6% | +536.7% |
| All | +1,934.0% | +296.4% | +1,637.6% | +919.2% |
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