+84.0%
BAC vs UUUU
-92.0%
+176.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | +1.1% | -1.4% | +2.5% | +1.2% |
| 30D | -0.4% | +16.3% | -16.7% | -1.9% |
| 3M | +16.9% | -16.7% | +33.6% | +18.0% |
| 6M | +26.6% | -33.7% | +60.3% | +29.5% |
| YTD | +15.8% | -0.5% | +16.3% | +13.1% |
| 1Y | +27.2% | +28.9% | -1.7% | +19.7% |
| 3Y | +132.4% | +99.9% | +32.5% | +103.2% |
| 5Y | +72.6% | +135.3% | -62.7% | +43.5% |
| 10Y | +389.7% | +518.4% | -128.6% | +240.3% |
| All | +84.0% | -92.0% | +176.0% | +18.1% |
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