+1,162.4%
VST vs UEC
+696.7%
+465.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +3.9% | -1.1% |
| 7D | -6.0% | -5.2% | -0.9% | -5.0% |
| 30D | -18.8% | -22.0% | +3.2% | -15.3% |
| 3M | -8.0% | -37.0% | +29.0% | -1.2% |
| 6M | -10.9% | -52.7% | +41.8% | -0.8% |
| YTD | -18.3% | -38.6% | +20.3% | -13.6% |
| 1Y | -29.9% | -44.6% | +14.7% | -24.9% |
| 3Y | +290.3% | +27.1% | +263.2% | +261.3% |
| 5Y | +635.3% | +37.9% | +597.4% | +535.4% |
| 10Y | +1,162.4% | +631.6% | +530.7% | +680.2% |
| All | +1,162.4% | +696.7% | +465.7% | +680.2% |
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