+219.2%
VT vs UEC
+696.7%
-477.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +0.2% |
| 7D | -0.1% | -5.2% | +5.0% | +0.3% |
| 30D | -3.1% | -22.0% | +18.9% | -0.7% |
| 3M | -3.5% | -37.0% | +33.5% | +0.8% |
| 6M | +0.5% | -52.7% | +53.2% | +7.2% |
| YTD | +10.8% | -38.6% | +49.4% | +13.8% |
| 1Y | +11.9% | -44.6% | +56.5% | +15.8% |
| 3Y | +73.0% | +27.1% | +45.8% | +56.0% |
| 5Y | +58.6% | +37.9% | +20.7% | +33.6% |
| 10Y | +219.2% | +631.6% | -412.4% | +92.7% |
| All | +219.2% | +696.7% | -477.5% | +92.7% |
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 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