+2,016.4%
EW vs UUUU
-91.9%
+2,108.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.6% | -3.6% |
| 7D | -4.4% | +2.8% | -7.2% | -4.6% |
| 30D | -3.3% | +3.4% | -6.7% | -3.6% |
| 3M | +1.0% | -3.9% | +4.9% | +0.9% |
| 6M | +6.2% | -23.2% | +29.4% | +6.9% |
| YTD | +1.7% | +0.6% | +1.2% | +0.5% |
| 1Y | +8.1% | +22.9% | -14.7% | +5.0% |
| 3Y | +17.1% | +98.6% | -81.6% | +8.9% |
| 5Y | -29.4% | +130.2% | -159.6% | -35.7% |
| 10Y | +121.7% | +519.5% | -397.8% | +85.9% |
| All | +2,016.4% | -91.9% | +2,108.3% | +1,727.2% |
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