+85.0%
ZTS vs UEC
+677.4%
-592.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -7.4% | +0.6% | -8.0% | -7.5% |
| 30D | +9.9% | -18.1% | +28.0% | +11.1% |
| 3M | +10.3% | -36.9% | +47.2% | +13.1% |
| 6M | +9.2% | -56.1% | +65.3% | +13.9% |
| YTD | -32.9% | -38.1% | +5.2% | -32.2% |
| 1Y | -29.7% | -41.7% | +12.0% | -28.9% |
| 3Y | -49.0% | +28.2% | -77.2% | -53.1% |
| 5Y | -59.3% | +31.7% | -91.0% | -64.3% |
| All | +85.0% | +677.4% | -592.4% | +25.0% |
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