+324.5%
ZETA vs UEC
+127.4%
+197.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.8% | +6.8% | +7.4% |
| 7D | +18.8% | +0.6% | +18.2% | +18.4% |
| 30D | +12.6% | -18.1% | +30.7% | +18.1% |
| 3M | +29.5% | -36.9% | +66.4% | +43.8% |
| 6M | +128.6% | -56.1% | +184.7% | +174.4% |
| YTD | +85.5% | -38.1% | +123.6% | +97.4% |
| 1Y | +90.6% | -41.7% | +132.3% | +104.7% |
| 3Y | +358.0% | +28.2% | +329.8% | +247.5% |
| 5Y | +282.0% | +31.7% | +250.3% | +142.6% |
| All | +324.5% | +127.4% | +197.2% | +127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling