-67.0%
BAX vs UUUU
+111.0%
-178.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.5% | -0.6% |
| 7D | -5.4% | -5.0% | -0.4% | -5.2% |
| 30D | -12.4% | -7.8% | -4.6% | -12.1% |
| 3M | +19.1% | -0.4% | +19.5% | +18.8% |
| 6M | +38.6% | -32.9% | +71.5% | +40.1% |
| YTD | +26.7% | -6.3% | +33.0% | +25.5% |
| 1Y | +1.0% | +7.9% | -6.9% | -1.7% |
| 3Y | -33.9% | +85.2% | -119.1% | -39.4% |
| 5Y | -67.0% | +97.0% | -164.0% | -70.4% |
| All | -67.0% | +111.0% | -178.0% | -70.4% |
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