+262.4%
VST vs UEC
+19.3%
+243.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +6.8% | +3.8% | +8.4% |
| 7D | -9.8% | -10.2% | +0.4% | -6.5% |
| 30D | -25.1% | -26.9% | +1.8% | -17.5% |
| 3M | -11.6% | -35.7% | +24.1% | +0.2% |
| 6M | -20.9% | -56.1% | +35.2% | -1.3% |
| YTD | -22.3% | -40.8% | +18.5% | -14.5% |
| 1Y | -32.0% | -43.4% | +11.4% | -24.7% |
| 3Y | +262.4% | +25.4% | +237.0% | +192.2% |
| All | +262.4% | +19.3% | +243.1% | +192.2% |
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 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