+6.0%
ES vs UUUU
-68.9%
+74.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +0.7% |
| 7D | -1.1% | +1.4% | -2.4% | -1.0% |
| 30D | +8.2% | -27.9% | +36.2% | +7.4% |
| 3M | +0.6% | -53.8% | +54.4% | -1.0% |
| 6M | +6.0% | -68.1% | +74.1% | +5.5% |
| All | +6.0% | -68.9% | +74.9% | +5.5% |
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