+175.8%
VSH vs UEC
+939.6%
-763.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | 0.0% |
| 7D | +3.1% | -4.3% | +7.3% | +3.9% |
| 30D | -5.7% | -3.8% | -1.9% | -5.4% |
| 3M | -42.5% | +17.0% | -59.5% | -44.1% |
| 6M | +82.7% | -23.9% | +106.6% | +89.9% |
| YTD | +118.2% | -5.7% | +123.9% | +117.5% |
| 1Y | +109.7% | -12.5% | +122.2% | +108.9% |
| 3Y | +35.3% | +136.5% | -101.2% | +7.2% |
| 5Y | +65.6% | +243.3% | -177.7% | +10.5% |
| All | +175.8% | +939.6% | -763.8% | +22.1% |
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