+2,545.5%
VRT vs UEC
+590.5%
+1,955.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.4% | -7.2% | -9.0% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | -2.7% | +1.9% | -4.6% | -3.6% |
| 3M | -9.2% | +8.9% | -18.1% | -11.8% |
| 6M | -0.5% | -14.5% | +13.9% | +1.2% |
| YTD | +62.3% | -0.7% | +63.0% | +58.1% |
| 1Y | +109.6% | -4.1% | +113.6% | +102.8% |
| 3Y | +573.1% | +148.9% | +424.1% | +415.2% |
| 5Y | +953.6% | +300.0% | +653.6% | +600.4% |
| All | +2,545.5% | +590.5% | +1,955.1% | +1,060.2% |
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