+312.3%
ZETA vs UEC
+109.4%
+202.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.1% |
| 7D | +18.1% | -3.8% | +21.9% | +19.0% |
| 30D | +13.6% | -13.5% | +27.1% | +17.5% |
| 3M | +23.7% | -40.5% | +64.2% | +39.5% |
| 6M | +128.5% | -56.7% | +185.2% | +175.2% |
| YTD | +80.1% | -43.0% | +123.1% | +95.7% |
| 1Y | +98.0% | -42.5% | +140.5% | +112.9% |
| 3Y | +348.6% | +11.6% | +337.0% | +254.4% |
| 5Y | +286.6% | +21.8% | +264.8% | +150.6% |
| All | +312.3% | +109.4% | +202.8% | +125.3% |
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