+67.0%
VSH vs UEC
+289.3%
-222.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.1% |
| 7D | +3.5% | -0.2% | +3.7% | +3.5% |
| 30D | -4.4% | +1.9% | -6.3% | -5.0% |
| 3M | -45.8% | +8.9% | -54.7% | -46.7% |
| 6M | +90.1% | -14.5% | +104.6% | +93.0% |
| YTD | +120.3% | -0.7% | +121.0% | +118.1% |
| 1Y | +112.2% | -4.1% | +116.3% | +109.0% |
| 3Y | +36.6% | +148.9% | -112.3% | +12.4% |
| 5Y | +67.0% | +300.0% | -233.0% | +23.8% |
| All | +67.0% | +289.3% | -222.2% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling