+106.9%
B vs UUUU
-39.8%
+146.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.5% | -2.4% |
| 7D | -6.2% | +1.4% | -7.6% | -6.4% |
| 30D | -6.6% | -27.9% | +21.3% | -0.8% |
| 3M | -7.9% | -53.8% | +46.0% | +5.9% |
| 6M | -16.8% | -68.1% | +51.3% | +1.4% |
| YTD | -11.7% | -54.1% | +42.4% | -0.1% |
| 1Y | +3.5% | -57.8% | +61.3% | +17.9% |
| 3Y | +165.7% | -15.4% | +181.2% | +149.6% |
| All | +106.9% | -39.8% | +146.7% | +88.8% |
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