+409.6%
VUG vs UEC
+939.6%
-530.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | +0.1% |
| 7D | -1.9% | -4.3% | +2.4% | -1.4% |
| 30D | -1.6% | -3.8% | +2.3% | -1.4% |
| 3M | +4.4% | +17.0% | -12.6% | +1.9% |
| 6M | +13.2% | -23.9% | +37.1% | +15.1% |
| YTD | +7.5% | -5.7% | +13.1% | +5.6% |
| 1Y | +12.5% | -12.5% | +25.0% | +10.2% |
| 3Y | +86.0% | +136.5% | -50.5% | +54.0% |
| 5Y | +76.5% | +243.3% | -166.8% | +31.5% |
| All | +409.6% | +939.6% | -530.0% | +190.3% |
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