+31.1%
BAX vs UUUU
-92.0%
+123.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | -1.1% | -1.4% | +0.2% | -1.1% |
| 30D | -5.5% | +16.3% | -21.8% | -6.0% |
| 3M | +33.5% | -16.7% | +50.2% | +34.1% |
| 6M | +35.9% | -33.7% | +69.5% | +37.2% |
| YTD | +35.4% | -0.5% | +35.8% | +34.3% |
| 1Y | +9.8% | +28.9% | -19.1% | +7.2% |
| 3Y | -32.7% | +99.9% | -132.6% | -36.2% |
| 5Y | -65.6% | +135.3% | -200.8% | -68.0% |
| 10Y | -34.9% | +518.4% | -553.3% | -43.7% |
| All | +31.1% | -92.0% | +123.1% | +14.4% |
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