+111.1%
VSH vs UEC
+616.1%
-505.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.2% | -3.8% |
| 7D | +14.3% | -3.8% | +18.1% | +15.3% |
| 30D | -7.9% | -13.5% | +5.6% | -4.7% |
| 3M | -19.9% | -40.5% | +20.6% | -11.5% |
| 6M | -30.5% | -56.7% | +26.1% | -18.9% |
| YTD | +85.7% | -43.0% | +128.6% | +104.5% |
| 1Y | +98.9% | -42.5% | +141.5% | +117.9% |
| 3Y | +32.1% | +11.6% | +20.5% | +21.2% |
| 5Y | +39.7% | +21.8% | +17.9% | +15.0% |
| All | +111.1% | +616.1% | -505.0% | +4.4% |
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