+125.9%
VSAT vs UEC
+8.7%
+117.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +12.5% | +0.6% | +11.9% | +12.6% |
| 30D | +11.0% | -18.1% | +29.1% | +14.6% |
| 3M | -11.1% | -36.9% | +25.8% | -4.9% |
| 6M | +2.8% | -56.1% | +58.9% | +15.1% |
| YTD | +118.0% | -38.1% | +156.1% | +133.2% |
| 1Y | +97.1% | -41.7% | +138.8% | +112.5% |
| 3Y | +296.8% | +28.2% | +268.6% | +274.7% |
| 5Y | +38.7% | +31.7% | +7.0% | +24.7% |
| 10Y | -7.4% | +685.9% | -693.3% | -37.8% |
| All | +125.9% | +8.7% | +117.1% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling