+1,216.9%
VST vs UEC
+1,168.1%
+48.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.3% | +3.5% |
| 7D | +8.9% | -6.9% | +15.8% | +10.1% |
| 30D | +6.2% | +7.6% | -1.4% | +4.6% |
| 3M | -2.7% | -18.4% | +15.7% | -0.6% |
| 6M | -8.4% | -23.3% | +14.9% | -6.1% |
| YTD | -7.2% | -1.2% | -6.0% | -9.1% |
| 1Y | -20.9% | +2.3% | -23.2% | -23.7% |
| 3Y | +384.0% | +162.3% | +221.7% | +301.8% |
| 5Y | +757.1% | +287.2% | +469.8% | +539.5% |
| All | +1,216.9% | +1,168.1% | +48.7% | +611.6% |
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