+53.4%
VT vs UEC
+47.5%
+5.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.0% |
| 3M | -4.9% | -35.7% | +30.8% | -0.9% |
| 6M | -1.5% | -56.1% | +54.6% | +5.8% |
| YTD | +8.5% | -40.8% | +49.2% | +11.8% |
| 1Y | +11.4% | -43.4% | +54.7% | +14.9% |
| 3Y | +70.1% | +25.4% | +44.7% | +52.6% |
| All | +53.4% | +47.5% | +5.9% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling