+391.0%
ED vs UUUU
-91.9%
+482.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.9% |
| 7D | +0.5% | +2.8% | -2.3% | +0.5% |
| 30D | +1.1% | +3.4% | -2.3% | +1.0% |
| 3M | +4.6% | -3.9% | +8.5% | +4.6% |
| 6M | -2.0% | -23.2% | +21.2% | -1.9% |
| YTD | +11.7% | +0.6% | +11.1% | +11.3% |
| 1Y | +15.7% | +22.9% | -7.1% | +14.9% |
| 3Y | +34.4% | +98.6% | -64.3% | +32.1% |
| 5Y | +67.3% | +130.2% | -62.9% | +63.2% |
| 10Y | +104.0% | +519.5% | -415.5% | +93.5% |
| All | +391.0% | -91.9% | +482.9% | +370.9% |
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