+1,205.2%
VST vs UEC
+765.9%
+439.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +10.1% | -2.8% | +5.6% |
| 7D | -0.5% | +1.5% | -2.0% | -0.6% |
| 30D | -17.1% | -17.1% | 0.0% | -14.4% |
| 3M | -4.6% | -32.3% | +27.7% | +1.3% |
| 6M | -9.1% | -49.7% | +40.7% | +0.2% |
| YTD | -16.6% | -34.8% | +18.1% | -12.7% |
| 1Y | -29.5% | -37.5% | +8.1% | -25.8% |
| 3Y | +297.5% | +37.1% | +260.5% | +263.7% |
| 5Y | +654.5% | +44.3% | +610.2% | +546.5% |
| 10Y | +1,205.2% | +737.4% | +467.9% | +696.5% |
| All | +1,205.2% | +765.9% | +439.3% | +696.5% |
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