+84.5%
VTR vs UEC
+198.6%
-114.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | -0.2% |
| 7D | -0.3% | -9.4% | +9.1% | +0.2% |
| 30D | +1.1% | -8.0% | +9.1% | +1.4% |
| 3M | +7.9% | -1.7% | +9.6% | +7.7% |
| 6M | +6.2% | -26.1% | +32.3% | +6.9% |
| YTD | +17.7% | -10.5% | +28.3% | +16.4% |
| 1Y | +32.9% | -13.3% | +46.2% | +30.7% |
| 3Y | +129.7% | +116.4% | +13.3% | +101.5% |
| All | +84.5% | +198.6% | -114.1% | +51.4% |
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 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