-29.4%
VST vs UEC
-57.1%
+27.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.9% | +3.7% | -3.1% |
| 7D | -19.9% | -20.5% | +0.6% | -14.1% |
| 30D | -29.7% | -35.9% | +6.2% | -20.5% |
| 3M | -19.6% | -39.6% | +20.0% | -8.7% |
| 6M | -29.4% | -55.3% | +25.9% | -15.3% |
| All | -29.4% | -57.1% | +27.7% | -15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling