-2.6%
AGG vs UUUU
+79.1%
-81.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.9% | 0.0% |
| 7D | -1.1% | -10.5% | +9.5% | -1.0% |
| 30D | -1.1% | -10.5% | +9.4% | -1.1% |
| 3M | -1.9% | -14.1% | +12.2% | -1.9% |
| 6M | -1.7% | -35.5% | +33.8% | -1.6% |
| YTD | -1.3% | -10.9% | +9.6% | -1.4% |
| 1Y | -0.7% | +3.4% | -4.1% | -0.9% |
| 3Y | +12.5% | +73.1% | -60.7% | +11.8% |
| All | -2.6% | +79.1% | -81.7% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 5y: compounded portfolio wealth divided by compounded UUUU 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…
5y analysis · Full analysis span regression · 6 months rolling