+85.9%
ZTS vs UEC
+631.2%
-545.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +0.8% |
| 7D | +1.0% | +4.9% | -3.9% | +0.7% |
| 30D | +12.4% | -17.5% | +29.9% | +13.5% |
| 3M | +13.6% | -40.1% | +53.7% | +16.8% |
| 6M | +9.3% | -56.1% | +65.4% | +14.0% |
| YTD | -32.6% | -41.8% | +9.2% | -31.6% |
| 1Y | -30.0% | -44.8% | +14.8% | -29.0% |
| 3Y | -48.7% | +20.6% | -69.3% | -52.7% |
| 5Y | -59.3% | +24.3% | -83.6% | -64.2% |
| All | +85.9% | +631.2% | -545.3% | +26.0% |
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