+150.1%
VXUS vs UEC
+908.7%
-758.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.5% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +0.7% | +1.9% | -1.3% | +0.3% |
| 3M | +4.8% | +8.9% | -4.2% | +3.3% |
| 6M | +11.3% | -14.5% | +25.8% | +11.6% |
| YTD | +16.5% | -0.7% | +17.2% | +14.5% |
| 1Y | +24.3% | -4.1% | +28.3% | +21.3% |
| 3Y | +74.5% | +148.9% | -74.4% | +48.3% |
| 5Y | +54.3% | +300.0% | -245.7% | +17.1% |
| 10Y | +150.1% | +994.3% | -844.2% | +49.5% |
| All | +150.1% | +908.7% | -758.6% | +49.5% |
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