+116.1%
ALL vs UUUU
+132.1%
-16.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -2.2% | +1.8% | -4.0% | -2.2% |
| 30D | -5.6% | +1.8% | -7.4% | -5.6% |
| 3M | +17.2% | +1.3% | +16.0% | +17.2% |
| 6M | +23.2% | -26.8% | +50.0% | +23.8% |
| YTD | +23.6% | +0.1% | +23.5% | +22.1% |
| 1Y | +29.2% | +11.2% | +17.9% | +26.4% |
| 3Y | +153.8% | +97.7% | +56.1% | +136.4% |
| 5Y | +116.1% | +127.3% | -11.3% | +97.4% |
| All | +116.1% | +132.1% | -16.0% | +97.4% |
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