+73.6%
AGG vs UUUU
-92.8%
+166.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.9% | -0.1% |
| 7D | -1.1% | -10.5% | +9.5% | -1.1% |
| 30D | -1.1% | -10.5% | +9.4% | -1.2% |
| 3M | -1.9% | -14.1% | +12.2% | -1.9% |
| 6M | -1.7% | -35.5% | +33.8% | -1.7% |
| YTD | -1.3% | -10.9% | +9.6% | -1.3% |
| 1Y | -0.7% | +3.4% | -4.1% | -0.7% |
| 3Y | +12.5% | +73.1% | -60.7% | +12.7% |
| 5Y | -2.5% | +87.1% | -89.6% | -2.2% |
| 10Y | +14.2% | +463.0% | -448.8% | +15.3% |
| All | +73.6% | -92.8% | +166.4% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling