+338.6%
VTR vs UEC
+78.8%
+259.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.5% | -0.7% |
| 7D | -2.4% | +2.6% | -5.0% | -2.6% |
| 30D | -3.7% | +5.6% | -9.3% | -4.3% |
| 3M | +13.5% | -5.7% | +19.2% | +13.2% |
| 6M | +7.2% | -8.0% | +15.2% | +6.3% |
| YTD | +17.6% | +1.8% | +15.8% | +15.0% |
| 1Y | +35.4% | +0.6% | +34.8% | +31.4% |
| 3Y | +132.8% | +155.2% | -22.3% | +102.2% |
| 5Y | +88.7% | +305.8% | -217.1% | +50.1% |
| 10Y | +87.6% | +943.0% | -855.3% | +24.7% |
| All | +338.6% | +78.8% | +259.8% | +127.8% |
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