+45.7%
EXC vs UUUU
+132.1%
-86.3%
-29.1%
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 | +0.3% | +1.8% | -1.5% | +0.3% |
| 30D | -0.9% | +1.8% | -2.7% | -0.9% |
| 3M | -2.7% | +1.3% | -3.9% | -2.8% |
| 6M | -9.4% | -26.8% | +17.4% | -9.0% |
| YTD | +3.0% | +0.1% | +3.0% | +1.8% |
| 1Y | +5.1% | +11.2% | -6.1% | +2.7% |
| 3Y | +20.6% | +97.7% | -77.1% | +12.7% |
| 5Y | +45.7% | +127.3% | -81.6% | +32.1% |
| All | +45.7% | +132.1% | -86.3% | +32.1% |
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