+243.0%
VSH vs UEC
+73.5%
+169.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.2% | +4.4% |
| 7D | +4.1% | -6.9% | +11.0% | +5.2% |
| 30D | -4.2% | +7.6% | -11.8% | -5.5% |
| 3M | -50.0% | -18.4% | -31.6% | -48.5% |
| 6M | +80.2% | -23.3% | +103.5% | +86.1% |
| YTD | +121.1% | -1.2% | +122.3% | +119.1% |
| 1Y | +112.0% | +2.3% | +109.7% | +106.7% |
| 3Y | +22.5% | +162.3% | -139.7% | -0.8% |
| 5Y | +64.0% | +287.2% | -223.2% | +15.5% |
| 10Y | +170.4% | +1,009.6% | -839.2% | +40.9% |
| All | +243.0% | +73.5% | +169.4% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling