+87.8%
ZTS vs UEC
+616.1%
-528.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.2% |
| 7D | +5.6% | -3.8% | +9.3% | +5.8% |
| 30D | +12.1% | -13.5% | +25.6% | +12.9% |
| 3M | +11.3% | -40.5% | +51.8% | +14.4% |
| 6M | +14.3% | -56.7% | +71.0% | +19.2% |
| YTD | -31.9% | -43.0% | +11.1% | -30.8% |
| 1Y | -29.3% | -42.5% | +13.3% | -28.4% |
| 3Y | -48.0% | +11.6% | -59.6% | -51.8% |
| 5Y | -58.9% | +21.8% | -80.6% | -63.8% |
| All | +87.8% | +616.1% | -528.3% | +27.5% |
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