+348.0%
VT vs UEC
+112.5%
+235.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.9% | +5.8% | -3.1% |
| 7D | -4.2% | -20.5% | +16.3% | -2.1% |
| 30D | -5.8% | -35.9% | +30.1% | -1.8% |
| 3M | -5.2% | -39.6% | +34.3% | -1.0% |
| 6M | +0.1% | -55.3% | +55.4% | +6.9% |
| YTD | +8.2% | -44.5% | +52.8% | +12.2% |
| 1Y | +10.1% | -50.4% | +60.5% | +14.9% |
| 3Y | +69.7% | +12.1% | +57.6% | +57.1% |
| 5Y | +53.4% | +41.5% | +11.9% | +31.9% |
| 10Y | +219.2% | +644.8% | -425.6% | +107.0% |
| All | +348.0% | +112.5% | +235.6% | +134.4% |
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