+58.0%
EWZ vs UUUU
-96.2%
+154.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.6% |
| 7D | +0.6% | -3.5% | +4.1% | +0.9% |
| 30D | -25.5% | -28.3% | +2.8% | -23.0% |
| 3M | -4.5% | -53.1% | +48.6% | +2.9% |
| 6M | -15.3% | -68.6% | +53.3% | -5.4% |
| YTD | +3.1% | -52.3% | +55.4% | +8.7% |
| 1Y | +1.2% | -55.8% | +57.0% | +7.1% |
| 3Y | +19.3% | -12.3% | +31.5% | +11.5% |
| 5Y | +52.3% | -36.9% | +89.2% | +41.7% |
| 10Y | +67.0% | +388.0% | -321.0% | +14.2% |
| All | +58.0% | -96.2% | +154.2% | +16.8% |
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 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