+54.0%
ZM vs UEC
+716.3%
-662.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.3% |
| 7D | -2.7% | -4.3% | +1.5% | -2.4% |
| 30D | -10.0% | -3.8% | -6.2% | -9.8% |
| 3M | +1.6% | +17.0% | -15.4% | -0.2% |
| 6M | +25.0% | -23.9% | +48.9% | +26.4% |
| YTD | +10.6% | -5.7% | +16.3% | +9.2% |
| 1Y | +14.0% | -12.5% | +26.5% | +12.2% |
| 3Y | +32.5% | +136.5% | -104.0% | +14.5% |
| 5Y | -68.3% | +243.3% | -311.6% | -73.8% |
| All | +54.0% | +716.3% | -662.3% | +49.5% |
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