+218.9%
F vs UUUU
-96.2%
+315.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.1% | -0.5% |
| 7D | -2.1% | -3.5% | +1.3% | -1.9% |
| 30D | +3.3% | -28.3% | +31.6% | +6.3% |
| 3M | -11.3% | -53.1% | +41.8% | -5.2% |
| 6M | +5.3% | -68.6% | +73.9% | +16.2% |
| YTD | -2.2% | -52.3% | +50.1% | +2.0% |
| 1Y | -3.5% | -55.8% | +52.3% | +1.0% |
| 3Y | +49.5% | -12.3% | +61.8% | +39.9% |
| 5Y | -13.5% | -36.9% | +23.4% | -19.0% |
| 10Y | +69.0% | +388.0% | -319.0% | +22.4% |
| All | +218.9% | -96.2% | +315.1% | +128.0% |
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