-13.0%
EFX vs UUUU
+83.7%
-96.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | 0.0% |
| 7D | -11.1% | -5.0% | -6.1% | -11.1% |
| 30D | -7.4% | -7.8% | +0.4% | -7.4% |
| 3M | +1.5% | -0.4% | +1.9% | +1.6% |
| 6M | -13.7% | -32.9% | +19.2% | -13.3% |
| YTD | -21.9% | -6.3% | -15.6% | -22.9% |
| 1Y | -30.8% | +7.9% | -38.7% | -32.9% |
| All | -13.0% | +83.7% | -96.7% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling