+35.6%
VSH vs UEC
+156.3%
-120.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.1% | -1.7% |
| 7D | +6.2% | +2.6% | +3.6% | +5.6% |
| 30D | -11.1% | +5.6% | -16.7% | -12.6% |
| 3M | -44.9% | -5.7% | -39.2% | -44.8% |
| 6M | +90.0% | -8.0% | +98.0% | +90.1% |
| YTD | +118.8% | +1.8% | +117.0% | +114.7% |
| 1Y | +109.0% | +0.6% | +108.4% | +103.3% |
| 3Y | +35.6% | +155.2% | -119.5% | +11.4% |
| All | +35.6% | +156.3% | -120.6% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling