-2.9%
ES vs UUUU
+133.2%
-136.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.6% |
| 7D | +1.4% | +2.8% | -1.4% | +1.4% |
| 30D | -1.2% | +3.4% | -4.6% | -1.3% |
| 3M | +5.0% | -3.9% | +8.9% | +5.0% |
| 6M | -2.8% | -23.2% | +20.4% | -2.5% |
| YTD | +8.6% | +0.6% | +8.0% | +7.9% |
| 1Y | +18.9% | +22.9% | -3.9% | +16.8% |
| 3Y | +32.1% | +98.6% | -66.5% | +26.5% |
| All | -2.9% | +133.2% | -136.0% | -8.0% |
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