+567.3%
VRT vs UEC
+47.5%
+519.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.8% | -3.3% | +1.3% |
| 7D | -21.4% | -10.2% | -11.1% | -18.2% |
| 30D | -25.8% | -26.9% | +1.1% | -17.6% |
| 3M | -33.5% | -35.7% | +2.2% | -24.0% |
| 6M | -49.0% | -56.1% | +7.1% | -35.3% |
| YTD | +12.9% | -40.8% | +53.7% | +27.6% |
| 1Y | 0.0% | -43.4% | +43.4% | +13.9% |
| 3Y | +361.8% | +25.4% | +336.4% | +283.3% |
| All | +567.3% | +47.5% | +519.8% | +359.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling