+31.0%
BAX vs UUUU
-96.4%
+127.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.3% |
| 7D | +0.1% | -1.1% | +1.1% | +0.1% |
| 30D | +4.1% | -21.0% | +25.1% | +4.9% |
| 3M | -4.5% | -54.8% | +50.3% | -2.1% |
| 6M | +49.2% | -67.3% | +116.6% | +54.5% |
| YTD | +35.2% | -54.7% | +89.9% | +37.7% |
| 1Y | +38.3% | -57.4% | +95.7% | +40.9% |
| 3Y | -19.0% | -19.6% | +0.6% | -20.8% |
| 5Y | -64.2% | -40.0% | -24.1% | -65.1% |
| 10Y | -35.7% | +364.1% | -399.8% | -43.6% |
| All | +31.0% | -96.4% | +127.3% | +17.4% |
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 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