-1.3%
VTRS vs UEC
+74.4%
-75.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.5% |
| 7D | -3.5% | -0.2% | -3.3% | -3.4% |
| 30D | +2.1% | +1.9% | +0.2% | +1.8% |
| 3M | +2.6% | +8.9% | -6.3% | +1.3% |
| 6M | +17.8% | -14.5% | +32.2% | +17.9% |
| YTD | +35.7% | -0.7% | +36.3% | +33.2% |
| 1Y | +63.5% | -4.1% | +67.5% | +59.4% |
| 3Y | +85.1% | +148.9% | -63.8% | +59.9% |
| 5Y | +42.5% | +300.0% | -257.5% | +11.6% |
| 10Y | -48.2% | +994.3% | -1,042.5% | -66.7% |
| All | -1.3% | +74.4% | -75.8% | -45.1% |
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