-36.2%
EFX vs UUUU
+88.5%
-124.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | +0.4% |
| 7D | -11.1% | -5.0% | -6.1% | -10.8% |
| 30D | -7.4% | -7.8% | +0.4% | -7.0% |
| 3M | +1.5% | -0.4% | +1.9% | +1.0% |
| 6M | -13.7% | -32.9% | +19.2% | -12.0% |
| YTD | -21.9% | -6.3% | -15.6% | -24.4% |
| 1Y | -30.8% | +7.9% | -38.7% | -35.6% |
| 3Y | -12.4% | +85.2% | -97.6% | -28.2% |
| All | -36.2% | +88.5% | -124.7% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling