+67.6%
EWZ vs UUUU
+118.2%
-50.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +0.9% | +1.9% |
| 7D | +5.6% | +2.8% | +2.8% | +5.3% |
| 30D | +9.3% | +3.4% | +5.9% | +8.7% |
| 3M | +15.7% | -3.9% | +19.6% | +15.5% |
| 6M | +7.4% | -23.2% | +30.6% | +9.1% |
| YTD | +22.7% | +0.6% | +22.1% | +20.2% |
| 1Y | +36.4% | +22.9% | +13.5% | +28.2% |
| 3Y | +50.4% | +98.6% | -48.2% | +27.9% |
| 5Y | +67.6% | +130.2% | -62.6% | +35.6% |
| All | +67.6% | +118.2% | -50.6% | +35.6% |
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