+353.1%
ES vs UUUU
-96.3%
+449.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +0.9% |
| 7D | -1.1% | +1.4% | -2.4% | -1.1% |
| 30D | +8.2% | -27.9% | +36.2% | +8.9% |
| 3M | +0.6% | -53.8% | +54.4% | +2.3% |
| 6M | +6.0% | -68.1% | +74.1% | +8.5% |
| YTD | +9.3% | -54.1% | +63.4% | +10.5% |
| 1Y | +1.1% | -57.8% | +58.9% | +2.3% |
| 3Y | +51.9% | -15.4% | +67.4% | +49.2% |
| 5Y | +6.5% | -39.2% | +45.7% | +4.2% |
| 10Y | +94.8% | +370.4% | -275.7% | +75.1% |
| All | +353.1% | -96.3% | +449.4% | +316.4% |
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