+78.0%
VSXY vs UEC
+366.5%
-288.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.2% | +8.3% | +3.8% |
| 7D | +0.1% | -9.4% | +9.6% | +1.5% |
| 30D | -18.7% | -8.0% | -10.7% | -18.0% |
| 3M | -4.0% | -1.7% | -2.3% | -4.3% |
| 6M | +67.5% | -26.1% | +93.6% | +72.3% |
| YTD | +39.7% | -10.5% | +50.2% | +40.2% |
| 1Y | +180.0% | -13.3% | +193.3% | +178.5% |
| 3Y | +337.3% | +116.4% | +220.9% | +271.9% |
| 5Y | +22.7% | +225.5% | -202.9% | -1.0% |
| All | +78.0% | +366.5% | -288.5% | +47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling