-100.0%
ZCMD vs UEC
+1,222.8%
-1,322.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.2% | -1.9% | -6.7% |
| 7D | -5.4% | -9.4% | +4.0% | -4.8% |
| 30D | -24.8% | -8.0% | -16.8% | -24.5% |
| 3M | -62.8% | -1.7% | -61.1% | -62.8% |
| 6M | -99.5% | -26.1% | -73.4% | -99.5% |
| YTD | -99.8% | -10.5% | -89.2% | -99.8% |
| 1Y | -99.9% | -13.3% | -86.6% | -99.9% |
| 3Y | -100.0% | +116.4% | -216.3% | -100.0% |
| 5Y | -100.0% | +225.5% | -325.5% | -100.0% |
| All | -100.0% | +1,222.8% | -1,322.8% | -100.0% |
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 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