-46.7%
COMP vs UUUU
+143.7%
-190.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.4% | -3.6% |
| 7D | +4.1% | +2.8% | +1.3% | +3.3% |
| 30D | -14.5% | +3.4% | -17.9% | -15.5% |
| 3M | +41.8% | -3.9% | +45.7% | +41.6% |
| 6M | +23.6% | -23.2% | +46.7% | +29.8% |
| YTD | +1.7% | +0.6% | +1.2% | -3.1% |
| 1Y | +12.6% | +22.9% | -10.3% | -5.1% |
| 3Y | +221.9% | +98.6% | +123.2% | +105.3% |
| 5Y | -28.1% | +130.2% | -158.4% | -56.4% |
| All | -46.7% | +143.7% | -190.3% | -68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling