-50.0%
VTRS vs UEC
+885.8%
-935.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +1.3% |
| 7D | -2.2% | -9.4% | +7.3% | -1.3% |
| 30D | +3.3% | -8.0% | +11.3% | +3.9% |
| 3M | +2.0% | -1.7% | +3.7% | +1.6% |
| 6M | +19.9% | -26.1% | +46.1% | +21.7% |
| YTD | +35.7% | -10.5% | +46.3% | +34.3% |
| 1Y | +68.1% | -13.3% | +81.4% | +64.8% |
| 3Y | +87.1% | +116.4% | -29.3% | +59.4% |
| 5Y | +47.6% | +225.5% | -177.9% | +12.3% |
| All | -50.0% | +885.8% | -935.8% | -70.6% |
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 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