-49.0%
ZTS vs UEC
+27.4%
-76.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +0.1% |
| 7D | -0.6% | -5.2% | +4.5% | -0.7% |
| 30D | +11.0% | -22.0% | +33.0% | +10.8% |
| 3M | +10.9% | -37.0% | +47.9% | +10.5% |
| 6M | +0.9% | -52.7% | +53.6% | +0.6% |
| YTD | -33.0% | -38.6% | +5.6% | -33.2% |
| 1Y | -29.6% | -44.6% | +15.0% | -29.9% |
| 3Y | -49.0% | +27.1% | -76.2% | -49.8% |
| All | -49.0% | +27.4% | -76.4% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling