+443.8%
EL vs UUUU
-91.9%
+535.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.2% |
| 7D | +1.7% | +2.8% | -1.1% | +1.5% |
| 30D | +15.5% | +3.4% | +12.1% | +15.2% |
| 3M | +20.6% | -3.9% | +24.4% | +20.6% |
| 6M | +10.5% | -23.2% | +33.6% | +11.6% |
| YTD | -1.9% | +0.6% | -2.4% | -3.3% |
| 1Y | +16.1% | +22.9% | -6.8% | +12.1% |
| 3Y | -30.2% | +98.6% | -128.9% | -36.2% |
| 5Y | -67.4% | +130.2% | -197.6% | -71.0% |
| 10Y | +31.2% | +519.5% | -488.3% | +3.8% |
| All | +443.8% | -91.9% | +535.7% | +319.6% |
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