+213.7%
VT vs UEC
+704.7%
-491.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.6% | -0.5% |
| 7D | -2.3% | -10.2% | +7.9% | -1.3% |
| 30D | -5.0% | -26.9% | +22.0% | -1.9% |
| 3M | -4.9% | -35.7% | +30.8% | -0.9% |
| 6M | -1.5% | -56.1% | +54.6% | +6.0% |
| YTD | +8.5% | -40.8% | +49.2% | +11.9% |
| 1Y | +11.4% | -43.4% | +54.7% | +15.0% |
| 3Y | +70.1% | +25.4% | +44.7% | +53.7% |
| 5Y | +53.7% | +51.1% | +2.6% | +28.2% |
| All | +213.7% | +704.7% | -491.0% | +90.5% |
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