+83.1%
B vs UUUU
-96.4%
+179.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.5% |
| 7D | -7.3% | -1.1% | -6.3% | -7.2% |
| 30D | -3.3% | -21.0% | +17.6% | -1.5% |
| 3M | -7.8% | -54.8% | +47.0% | -1.7% |
| 6M | -15.5% | -67.3% | +51.8% | -7.9% |
| YTD | -12.3% | -54.7% | +42.4% | -7.2% |
| 1Y | +5.4% | -57.4% | +62.8% | +11.6% |
| 3Y | +165.5% | -19.6% | +185.2% | +160.9% |
| 5Y | +107.0% | -40.0% | +147.1% | +102.5% |
| 10Y | +210.6% | +364.1% | -153.5% | +149.6% |
| All | +83.1% | -96.4% | +179.5% | +76.0% |
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