+59.9%
VZ vs UEC
+903.5%
-843.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +0.1% | -6.9% | +7.0% | +0.3% |
| 30D | +7.9% | +7.6% | +0.2% | +7.6% |
| 3M | +13.6% | -18.4% | +32.0% | +14.1% |
| 6M | +1.1% | -23.3% | +24.4% | +1.4% |
| YTD | +29.3% | -1.2% | +30.5% | +28.2% |
| 1Y | +21.2% | +2.3% | +18.9% | +19.5% |
| 3Y | +75.9% | +162.3% | -86.4% | +63.7% |
| 5Y | +24.1% | +287.2% | -263.2% | +10.8% |
| All | +59.9% | +903.5% | -843.6% | +25.2% |
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 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