+80.0%
VUG vs UEC
+28.2%
+51.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.6% |
| 7D | -1.1% | +0.6% | -1.6% | -1.2% |
| 30D | -7.0% | -18.1% | +11.1% | -5.2% |
| 3M | -3.7% | -36.9% | +33.2% | +0.6% |
| 6M | -1.6% | -56.1% | +54.5% | +5.9% |
| YTD | +5.1% | -38.1% | +43.2% | +7.9% |
| 1Y | +3.8% | -41.7% | +45.5% | +6.8% |
| All | +80.0% | +28.2% | +51.8% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling