+181.9%
FANG vs UUUU
+465.5%
-283.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | +0.6% |
| 7D | +2.9% | -10.5% | +13.4% | +4.7% |
| 30D | +2.6% | -10.5% | +13.1% | +4.1% |
| 3M | +7.6% | -14.1% | +21.7% | +9.0% |
| 6M | +17.3% | -35.5% | +52.8% | +22.3% |
| YTD | +38.7% | -10.9% | +49.6% | +32.6% |
| 1Y | +51.6% | +3.4% | +48.3% | +36.0% |
| 3Y | +50.0% | +73.1% | -23.2% | +11.4% |
| 5Y | +237.6% | +87.1% | +150.4% | +128.8% |
| All | +181.9% | +465.5% | -283.6% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling