+131.1%
VSH vs UEC
+677.4%
-546.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +7.9% | +8.6% |
| 7D | +12.8% | +0.6% | +12.2% | +13.0% |
| 30D | -9.0% | -18.1% | +9.1% | -5.0% |
| 3M | -12.2% | -36.9% | +24.7% | -4.2% |
| 6M | -15.9% | -56.1% | +40.2% | -2.4% |
| YTD | +103.2% | -38.1% | +141.3% | +120.2% |
| 1Y | +108.4% | -41.7% | +150.1% | +127.1% |
| 3Y | +41.6% | +28.2% | +13.4% | +26.4% |
| 5Y | +54.6% | +31.7% | +22.9% | +25.3% |
| All | +131.1% | +677.4% | -546.3% | +12.4% |
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