+96.3%
VTR vs UEC
+885.8%
-789.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | 0.0% |
| 7D | -0.3% | -9.4% | +9.1% | +0.6% |
| 30D | +1.1% | -8.0% | +9.1% | +1.6% |
| 3M | +7.9% | -1.7% | +9.6% | +7.4% |
| 6M | +6.2% | -26.1% | +32.3% | +7.3% |
| YTD | +17.7% | -10.5% | +28.3% | +15.7% |
| 1Y | +32.9% | -13.3% | +46.2% | +29.6% |
| 3Y | +129.7% | +116.4% | +13.3% | +92.1% |
| 5Y | +89.3% | +225.5% | -136.2% | +39.3% |
| All | +96.3% | +885.8% | -789.5% | +1.4% |
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 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