+377.4%
VT vs UEC
+278.4%
+99.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.4% | -6.9% | +7.4% | +1.1% |
| 30D | +1.0% | +7.6% | -6.7% | 0.0% |
| 3M | +2.4% | -18.4% | +20.8% | +3.7% |
| 6M | +12.0% | -23.3% | +35.3% | +13.4% |
| YTD | +15.3% | -1.2% | +16.5% | +13.3% |
| 1Y | +22.6% | +2.3% | +20.3% | +18.8% |
| 3Y | +74.7% | +162.3% | -87.6% | +48.9% |
| 5Y | +66.1% | +287.2% | -221.1% | +29.1% |
| 10Y | +225.0% | +1,009.6% | -784.6% | +102.8% |
| All | +377.4% | +278.4% | +99.1% | +136.8% |
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