+347.2%
ES vs UUUU
-92.0%
+439.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | -2.0% | +16.3% | -18.3% | -2.4% |
| 3M | +1.7% | -16.7% | +18.4% | +1.9% |
| 6M | -3.5% | -33.7% | +30.1% | -2.9% |
| YTD | +7.9% | -0.5% | +8.4% | +7.2% |
| 1Y | +17.2% | +28.9% | -11.7% | +15.2% |
| 3Y | +29.3% | +99.9% | -70.6% | +24.5% |
| 5Y | -5.7% | +135.3% | -141.0% | -10.7% |
| 10Y | +85.2% | +518.4% | -433.2% | +65.2% |
| All | +347.2% | -92.0% | +439.2% | +304.1% |
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