+1.3%
VSAT vs UEC
+939.6%
-938.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.0% | +7.5% | +3.6% |
| 7D | +3.4% | -4.3% | +7.7% | +4.4% |
| 30D | -12.2% | -3.8% | -8.4% | -11.7% |
| 3M | +20.6% | +17.0% | +3.6% | +16.4% |
| 6M | +60.2% | -23.9% | +84.1% | +67.3% |
| YTD | +115.3% | -5.7% | +120.9% | +116.0% |
| 1Y | +154.6% | -12.5% | +167.1% | +156.4% |
| 3Y | +211.2% | +136.5% | +74.7% | +149.0% |
| 5Y | +52.7% | +243.3% | -190.6% | +7.6% |
| All | +1.3% | +939.6% | -938.3% | -47.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling