+9.2%
Z vs UEC
+390.9%
-381.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -9.9% | -0.8% | -9.3% |
| 7D | -2.3% | -20.5% | +18.2% | +0.9% |
| 30D | +9.4% | -35.9% | +45.3% | +16.1% |
| 3M | -16.1% | -39.6% | +23.5% | -10.6% |
| 6M | -30.4% | -55.3% | +24.9% | -23.6% |
| YTD | -55.6% | -44.5% | -11.1% | -53.4% |
| 1Y | -58.5% | -50.4% | -8.1% | -56.0% |
| 3Y | -19.6% | +12.1% | -31.7% | -29.4% |
| 5Y | -54.1% | +41.5% | -95.6% | -63.6% |
| 10Y | -12.1% | +644.8% | -656.9% | -51.4% |
| All | +9.2% | +390.9% | -381.7% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling