+373.4%
VST vs UEC
+157.0%
+216.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.3% | +3.4% |
| 7D | +8.9% | -6.9% | +15.8% | +11.1% |
| 30D | +6.2% | +7.6% | -1.4% | +3.1% |
| 3M | -2.7% | -18.4% | +15.7% | +1.1% |
| 6M | -8.4% | -23.3% | +14.9% | -4.6% |
| YTD | -7.2% | -1.2% | -6.0% | -12.2% |
| 1Y | -20.9% | +2.3% | -23.2% | -28.3% |
| All | +373.4% | +157.0% | +216.4% | +235.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling