+55.5%
ZTS vs UEC
+939.6%
-884.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.4% | -0.3% |
| 7D | -4.5% | -4.3% | -0.2% | -4.3% |
| 30D | -3.3% | -3.8% | +0.5% | -3.2% |
| 3M | -9.7% | +17.0% | -26.7% | -11.0% |
| 6M | -38.8% | -23.9% | -14.9% | -38.4% |
| YTD | -41.2% | -5.7% | -35.5% | -42.0% |
| 1Y | -50.3% | -12.5% | -37.8% | -51.1% |
| 3Y | -59.1% | +136.5% | -195.6% | -64.0% |
| 5Y | -62.8% | +243.3% | -306.1% | -69.5% |
| All | +55.5% | +939.6% | -884.1% | +3.2% |
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