+154.1%
EFA vs UUUU
-92.5%
+246.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.5% | -0.4% |
| 7D | -2.4% | -5.0% | +2.7% | -2.0% |
| 30D | -2.2% | -7.8% | +5.5% | -1.8% |
| 3M | +5.7% | -0.4% | +6.1% | +5.4% |
| 6M | +8.2% | -32.9% | +41.1% | +10.2% |
| YTD | +11.8% | -6.3% | +18.0% | +10.5% |
| 1Y | +18.3% | +7.9% | +10.4% | +14.7% |
| 3Y | +64.9% | +85.2% | -20.3% | +50.2% |
| 5Y | +52.4% | +97.0% | -44.6% | +34.7% |
| 10Y | +142.4% | +492.6% | -350.2% | +86.0% |
| All | +154.1% | -92.5% | +246.6% | +102.6% |
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