+46.5%
F vs UUUU
+118.2%
-71.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.3% | -4.4% |
| 7D | +1.2% | +2.8% | -1.7% | +0.8% |
| 30D | +1.2% | +3.4% | -2.2% | +0.7% |
| 3M | -5.7% | -3.9% | -1.8% | -5.7% |
| 6M | +17.9% | -23.2% | +41.1% | +20.2% |
| YTD | +10.4% | +0.6% | +9.9% | +5.8% |
| 1Y | +25.3% | +22.9% | +2.5% | +12.4% |
| 3Y | +37.5% | +98.6% | -61.2% | +4.6% |
| 5Y | +46.5% | +130.2% | -83.7% | +1.1% |
| All | +46.5% | +118.2% | -71.7% | +1.1% |
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