+204.0%
VYM vs UEC
+885.8%
-681.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.8% | +1.1% |
| 7D | -0.8% | -9.4% | +8.6% | 0.0% |
| 30D | -2.2% | -8.0% | +5.8% | -1.8% |
| 3M | +3.1% | -1.7% | +4.8% | +2.7% |
| 6M | +9.7% | -26.1% | +35.9% | +11.2% |
| YTD | +14.9% | -10.5% | +25.4% | +13.7% |
| 1Y | +17.6% | -13.3% | +30.8% | +15.6% |
| 3Y | +65.3% | +116.4% | -51.0% | +43.7% |
| 5Y | +78.7% | +225.5% | -146.8% | +40.6% |
| All | +204.0% | +885.8% | -681.8% | +83.0% |
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