+455.1%
EFX vs UUUU
-92.5%
+547.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | +0.3% |
| 7D | -11.1% | -5.0% | -6.1% | -10.9% |
| 30D | -7.4% | -7.8% | +0.4% | -7.1% |
| 3M | +1.5% | -0.4% | +1.9% | +1.1% |
| 6M | -13.7% | -32.9% | +19.2% | -12.6% |
| YTD | -21.9% | -6.3% | -15.6% | -23.1% |
| 1Y | -30.8% | +7.9% | -38.7% | -33.1% |
| 3Y | -12.4% | +85.2% | -97.6% | -19.9% |
| 5Y | -35.9% | +97.0% | -132.9% | -42.8% |
| 10Y | +41.0% | +492.6% | -451.6% | +12.3% |
| All | +455.1% | -92.5% | +547.5% | +333.3% |
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 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