+149.7%
VWO vs UEC
+65.7%
+84.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | -1.0% |
| 7D | -1.7% | -4.3% | +2.5% | -1.3% |
| 30D | -0.3% | -3.8% | +3.5% | -0.1% |
| 3M | +4.0% | +17.0% | -13.0% | +1.7% |
| 6M | +8.1% | -23.9% | +32.0% | +9.8% |
| YTD | +11.6% | -5.7% | +17.3% | +10.1% |
| 1Y | +16.2% | -12.5% | +28.8% | +14.4% |
| 3Y | +63.3% | +136.5% | -73.2% | +38.7% |
| 5Y | +33.4% | +243.3% | -210.0% | +1.8% |
| 10Y | +113.3% | +939.6% | -826.3% | +25.4% |
| All | +149.7% | +65.7% | +84.0% | +19.2% |
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