+897.3%
VST vs UEC
+612.1%
+285.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.9% | +3.7% | -4.5% |
| 7D | -19.9% | -20.5% | +0.6% | -16.8% |
| 30D | -29.7% | -35.9% | +6.2% | -24.4% |
| 3M | -19.6% | -39.6% | +20.0% | -13.1% |
| 6M | -29.4% | -55.3% | +25.9% | -20.7% |
| YTD | -29.7% | -44.5% | +14.8% | -24.4% |
| 1Y | -40.0% | -50.4% | +10.4% | -34.6% |
| 3Y | +231.0% | +12.1% | +218.9% | +212.0% |
| 5Y | +500.1% | +41.5% | +458.6% | +418.6% |
| 10Y | +1,004.2% | +644.8% | +359.4% | +543.5% |
| All | +897.3% | +612.1% | +285.3% | +491.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling