+588.9%
VST vs UEC
+47.5%
+541.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +6.8% | +3.8% | +9.0% |
| 7D | -9.8% | -10.2% | +0.4% | -7.4% |
| 30D | -25.1% | -26.9% | +1.8% | -19.6% |
| 3M | -11.6% | -35.7% | +24.1% | -3.1% |
| 6M | -20.9% | -56.1% | +35.2% | -7.1% |
| YTD | -22.3% | -40.8% | +18.5% | -15.8% |
| 1Y | -32.0% | -43.4% | +11.4% | -25.9% |
| 3Y | +262.4% | +25.4% | +237.0% | +224.2% |
| All | +588.9% | +47.5% | +541.4% | +452.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling