+343.4%
ES vs UUUU
-96.3%
+439.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.8% | +8.0% | +0.4% |
| 7D | +0.9% | -6.9% | +7.8% | +1.0% |
| 30D | +5.9% | -32.3% | +38.2% | +6.8% |
| 3M | -1.0% | -52.8% | +51.8% | +0.6% |
| 6M | +7.2% | -68.5% | +75.6% | +9.7% |
| YTD | +7.0% | -53.6% | +60.6% | +8.1% |
| 1Y | +0.5% | -59.1% | +59.6% | +1.7% |
| 3Y | +48.7% | -14.7% | +63.3% | +45.9% |
| 5Y | +1.9% | -35.4% | +37.4% | -0.3% |
| 10Y | +89.2% | +378.0% | -288.9% | +70.0% |
| All | +343.4% | -96.3% | +439.7% | +307.4% |
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