+114.5%
FE vs UUUU
+524.5%
-410.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -0.2% | +1.8% | -2.0% | -0.3% |
| 30D | -1.2% | +1.8% | -3.0% | -1.3% |
| 3M | +1.7% | +1.3% | +0.4% | +1.3% |
| 6M | -7.5% | -26.8% | +19.3% | -6.8% |
| YTD | +6.3% | +0.1% | +6.3% | +4.8% |
| 1Y | +10.9% | +11.2% | -0.4% | +7.8% |
| 3Y | +46.9% | +97.7% | -50.7% | +35.4% |
| 5Y | +47.6% | +127.3% | -79.7% | +30.9% |
| 10Y | +114.5% | +532.6% | -418.1% | +60.3% |
| All | +114.5% | +524.5% | -410.0% | +60.3% |
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