+239.5%
ZETA vs UEC
+228.6%
+10.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +3.9% | +0.1% |
| 7D | -3.7% | -9.4% | +5.7% | -1.3% |
| 30D | +5.7% | -8.0% | +13.7% | +7.3% |
| 3M | +50.4% | -1.7% | +52.1% | +49.4% |
| 6M | +65.5% | -26.1% | +91.6% | +72.9% |
| YTD | +48.3% | -10.5% | +58.8% | +44.6% |
| 1Y | +45.4% | -13.3% | +58.7% | +38.3% |
| 3Y | +270.8% | +116.4% | +154.4% | +142.4% |
| 5Y | +336.1% | +225.5% | +110.6% | +129.4% |
| All | +239.5% | +228.6% | +10.9% | +66.5% |
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