+23.5%
EL vs UUUU
+495.2%
-471.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.3% | +4.0% | -1.6% |
| 7D | -4.4% | -5.0% | +0.7% | -3.8% |
| 30D | +10.3% | -7.8% | +18.1% | +11.2% |
| 3M | +13.4% | -0.4% | +13.8% | +13.0% |
| 6M | +3.1% | -32.9% | +36.0% | +6.2% |
| YTD | -6.9% | -6.3% | -0.7% | -8.7% |
| 1Y | +11.9% | +7.9% | +4.0% | +6.8% |
| 3Y | -33.8% | +85.2% | -119.0% | -43.0% |
| 5Y | -69.0% | +97.0% | -165.9% | -74.4% |
| All | +23.5% | +495.2% | -471.6% | -19.4% |
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