+35.3%
ZBRA vs UEC
+146.8%
-111.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.3% | -1.9% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -8.8% | +1.9% | -10.7% | -9.2% |
| 3M | +47.2% | +8.9% | +38.3% | +45.2% |
| 6M | +61.3% | -14.5% | +75.8% | +61.1% |
| YTD | +42.0% | -0.7% | +42.7% | +38.1% |
| 1Y | +10.5% | -4.1% | +14.5% | +5.9% |
| All | +35.3% | +146.8% | -111.5% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling