+465.3%
VSXY vs UEC
+18.1%
+447.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.5% | +1.8% |
| 7D | -1.7% | -3.8% | +2.0% | -1.2% |
| 30D | +20.1% | -13.5% | +33.6% | +22.3% |
| 3M | +16.6% | -40.5% | +57.1% | +24.4% |
| 6M | +134.9% | -56.7% | +191.6% | +159.6% |
| YTD | +96.0% | -43.0% | +139.0% | +110.8% |
| 1Y | +203.8% | -42.5% | +246.3% | +224.8% |
| 3Y | +465.3% | +11.6% | +453.8% | +435.4% |
| All | +465.3% | +18.1% | +447.3% | +435.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling