+1,855.0%
VRT vs UEC
+326.8%
+1,528.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.9% | +2.8% | -1.7% |
| 7D | -17.7% | -5.2% | -12.5% | -16.3% |
| 30D | -20.0% | -22.0% | +2.0% | -14.8% |
| 3M | -28.1% | -37.0% | +8.9% | -20.0% |
| 6M | -42.8% | -52.7% | +9.9% | -32.8% |
| YTD | +20.0% | -38.6% | +58.6% | +31.2% |
| 1Y | +3.5% | -44.6% | +48.1% | +15.4% |
| 3Y | +366.1% | +27.1% | +339.0% | +316.9% |
| 5Y | +632.2% | +37.9% | +594.3% | +498.3% |
| All | +1,855.0% | +326.8% | +1,528.2% | +862.7% |
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