+84.6%
VSXY vs UEC
+430.8%
-346.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.0% | +0.8% | +3.4% |
| 7D | -6.8% | +2.6% | -9.4% | -7.1% |
| 30D | -20.4% | +5.6% | -26.0% | -21.1% |
| 3M | +2.9% | -5.7% | +8.6% | +2.8% |
| 6M | +67.9% | -8.0% | +76.0% | +68.1% |
| YTD | +44.9% | +1.8% | +43.1% | +43.0% |
| 1Y | +205.9% | +0.6% | +205.3% | +198.2% |
| 3Y | +373.9% | +155.2% | +218.7% | +294.2% |
| 5Y | +23.5% | +305.8% | -282.3% | -1.1% |
| All | +84.6% | +430.8% | -346.2% | +50.7% |
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