+130.8%
VTR vs UEC
+134.5%
-3.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.0% | +6.2% | +1.2% |
| 7D | -1.8% | -4.3% | +2.4% | -1.8% |
| 30D | +4.0% | -3.8% | +7.8% | +4.0% |
| 3M | +7.8% | +17.0% | -9.1% | +7.8% |
| 6M | +6.4% | -23.9% | +30.3% | +6.6% |
| YTD | +18.3% | -5.7% | +24.0% | +17.9% |
| 1Y | +33.9% | -12.5% | +46.5% | +33.3% |
| All | +130.8% | +134.5% | -3.6% | +115.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling