-25.1%
VST vs UEC
-42.8%
+17.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +10.9% | +0.6% | +10.4% | +10.7% |
| 30D | -15.6% | -18.1% | +2.5% | -10.9% |
| 3M | -7.8% | -36.9% | +29.1% | +3.4% |
| 6M | -12.0% | -56.1% | +44.1% | +6.5% |
| YTD | -16.9% | -38.1% | +21.2% | -13.0% |
| 1Y | -25.1% | -41.7% | +16.6% | -20.5% |
| All | -25.1% | -42.8% | +17.7% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling