+6.0%
ES vs UUUU
-68.8%
+74.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.8% | +8.0% | -0.1% |
| 7D | +0.9% | -6.9% | +7.8% | +0.7% |
| 30D | +5.9% | -32.3% | +38.2% | +4.9% |
| 3M | -1.0% | -52.8% | +51.8% | -2.8% |
| All | +6.0% | -68.8% | +74.8% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling