-16.1%
Z vs UEC
+704.7%
-720.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.8% | -9.2% | -3.4% |
| 7D | -4.6% | -10.2% | +5.7% | -3.1% |
| 30D | +8.3% | -26.9% | +35.2% | +13.0% |
| 3M | -11.6% | -35.7% | +24.1% | -6.5% |
| 6M | -33.6% | -56.1% | +22.5% | -26.7% |
| YTD | -56.7% | -40.8% | -15.9% | -55.0% |
| 1Y | -59.1% | -43.4% | -15.8% | -57.4% |
| 3Y | -20.4% | +25.4% | -45.7% | -31.8% |
| 5Y | -55.3% | +51.1% | -106.4% | -65.4% |
| All | -16.1% | +704.7% | -720.7% | -52.1% |
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