-1.2%
Z vs UEC
+903.5%
-904.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -3.0% | -6.9% | +3.9% | -2.0% |
| 30D | -4.2% | +7.6% | -11.8% | -5.5% |
| 3M | -3.7% | -18.4% | +14.7% | -2.0% |
| 6M | -24.5% | -23.3% | -1.2% | -23.2% |
| YTD | -49.3% | -1.2% | -48.1% | -50.9% |
| 1Y | -58.7% | +2.3% | -61.0% | -60.9% |
| 3Y | -34.1% | +162.3% | -196.4% | -49.7% |
| 5Y | -64.5% | +287.2% | -351.8% | -76.3% |
| All | -1.2% | +903.5% | -904.6% | -48.2% |
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