+279.2%
ZETA vs UEC
+156.3%
+122.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -2.3% |
| 7D | -2.4% | +2.6% | -5.0% | -2.9% |
| 30D | +15.6% | +5.6% | +10.0% | +14.0% |
| 3M | +41.5% | -5.7% | +47.2% | +41.5% |
| 6M | +63.4% | -8.0% | +71.5% | +62.1% |
| YTD | +51.3% | +1.8% | +49.5% | +46.2% |
| 1Y | +65.8% | +0.6% | +65.2% | +56.5% |
| 3Y | +279.2% | +155.2% | +124.0% | +201.1% |
| All | +279.2% | +156.3% | +122.9% | +201.1% |
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