+174.6%
ZTS vs UEC
+403.9%
-229.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -2.0% | -6.9% | +5.0% | -1.6% |
| 30D | +1.9% | +7.6% | -5.7% | +1.4% |
| 3M | -4.0% | -18.4% | +14.4% | -3.4% |
| 6M | -39.1% | -23.3% | -15.9% | -38.8% |
| YTD | -38.8% | -1.2% | -37.6% | -39.6% |
| 1Y | -49.6% | +2.3% | -51.9% | -50.6% |
| 3Y | -59.0% | +162.3% | -221.2% | -63.1% |
| 5Y | -61.8% | +287.2% | -349.0% | -67.4% |
| 10Y | +61.4% | +1,009.6% | -948.2% | +20.6% |
| All | +174.6% | +403.9% | -229.3% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling