+395.4%
ZS vs UEC
+734.8%
-339.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.0% | +3.4% | -0.8% |
| 7D | -8.1% | -4.3% | -3.8% | -7.5% |
| 30D | -8.4% | -3.8% | -4.6% | -8.1% |
| 3M | +31.1% | +17.0% | +14.1% | +26.7% |
| 6M | +4.4% | -23.9% | +28.3% | +6.2% |
| YTD | -27.3% | -5.7% | -21.7% | -29.9% |
| 1Y | -41.4% | -12.5% | -28.8% | -43.7% |
| 3Y | +1.7% | +136.5% | -134.8% | -25.1% |
| 5Y | -39.6% | +243.3% | -282.9% | -60.4% |
| All | +395.4% | +734.8% | -339.5% | +127.0% |
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