+39.7%
EFX vs UUUU
+465.5%
-425.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.0% | +5.6% | +0.9% |
| 7D | -4.5% | -10.5% | +6.0% | -3.8% |
| 30D | -6.1% | -10.5% | +4.4% | -5.5% |
| 3M | +6.2% | -14.1% | +20.3% | +6.9% |
| 6M | -11.2% | -35.5% | +24.3% | -9.3% |
| YTD | -21.4% | -10.9% | -10.5% | -23.2% |
| 1Y | -34.3% | +3.4% | -37.7% | -37.8% |
| 3Y | -12.5% | +73.1% | -85.6% | -24.5% |
| 5Y | -35.6% | +87.1% | -122.7% | -46.8% |
| All | +39.7% | +465.5% | -425.8% | -6.7% |
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