+61.0%
ZM vs UEC
+393.3%
-332.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.3% |
| 7D | +11.0% | -3.8% | +14.8% | +11.4% |
| 30D | +5.6% | -13.5% | +19.1% | +6.9% |
| 3M | -9.1% | -40.5% | +31.3% | -5.2% |
| 6M | -2.6% | -56.7% | +54.1% | +3.9% |
| YTD | +15.7% | -43.0% | +58.6% | +19.1% |
| 1Y | +18.8% | -42.5% | +61.3% | +21.9% |
| 3Y | +62.2% | +11.6% | +50.6% | +50.4% |
| 5Y | -60.9% | +21.8% | -82.6% | -66.0% |
| All | +61.0% | +393.3% | -332.4% | +63.0% |
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