-67.1%
ZM vs UEC
+198.6%
-265.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +0.8% |
| 7D | -5.7% | -9.4% | +3.8% | -4.4% |
| 30D | -9.1% | -8.0% | -1.1% | -8.3% |
| 3M | +3.5% | -1.7% | +5.2% | +3.1% |
| 6M | +25.7% | -26.1% | +51.8% | +28.4% |
| YTD | +10.8% | -10.5% | +21.3% | +8.8% |
| 1Y | +12.8% | -13.3% | +26.0% | +9.3% |
| 3Y | +33.1% | +116.4% | -83.2% | +0.7% |
| All | -67.1% | +198.6% | -265.6% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling