-1.2%
VSAT vs UEC
+994.3%
-995.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.4% | -4.5% | -6.4% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | -14.7% | +1.9% | -16.6% | -15.2% |
| 3M | +13.2% | +8.9% | +4.2% | +10.8% |
| 6M | +57.4% | -14.5% | +71.8% | +60.4% |
| YTD | +110.0% | -0.7% | +110.7% | +108.6% |
| 1Y | +134.4% | -4.1% | +138.5% | +131.7% |
| 3Y | +203.5% | +148.9% | +54.6% | +140.4% |
| 5Y | +47.1% | +300.0% | -252.9% | +1.0% |
| All | -1.2% | +994.3% | -995.5% | -49.0% |
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