+63.4%
ZM vs UEC
+754.8%
-691.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | +2.9% | -6.9% | +9.9% | +3.6% |
| 30D | +0.7% | +7.6% | -7.0% | -0.1% |
| 3M | -3.7% | -18.4% | +14.7% | -2.5% |
| 6M | +29.9% | -23.3% | +53.1% | +31.2% |
| YTD | +17.4% | -1.2% | +18.6% | +15.5% |
| 1Y | +22.4% | +2.3% | +20.1% | +18.8% |
| 3Y | +41.3% | +162.3% | -121.0% | +21.0% |
| 5Y | -66.0% | +287.2% | -353.3% | -72.0% |
| All | +63.4% | +754.8% | -691.4% | +58.1% |
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 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