-28.7%
EW vs UUUU
+125.2%
-153.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -5.1% | +1.8% | -6.9% | -5.3% |
| 30D | -6.4% | +1.8% | -8.2% | -6.6% |
| 3M | -1.6% | +1.3% | -2.8% | -2.1% |
| 6M | +2.3% | -26.8% | +29.1% | +3.8% |
| YTD | +1.1% | +0.1% | +1.0% | -1.6% |
| 1Y | +8.0% | +11.2% | -3.2% | +2.0% |
| 3Y | +16.3% | +97.7% | -81.3% | -2.5% |
| All | -28.7% | +125.2% | -153.9% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling