+77.2%
FE vs UUUU
-96.4%
+173.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.1% |
| 7D | +1.2% | -1.1% | +2.3% | +1.2% |
| 30D | +4.5% | -21.0% | +25.5% | +5.2% |
| 3M | +1.3% | -54.8% | +56.1% | +3.7% |
| 6M | +8.7% | -67.3% | +76.0% | +12.0% |
| YTD | +9.2% | -54.7% | +63.9% | +10.8% |
| 1Y | +7.0% | -57.4% | +64.4% | +8.5% |
| 3Y | +51.4% | -19.6% | +71.0% | +48.0% |
| 5Y | +47.7% | -40.0% | +87.7% | +43.7% |
| 10Y | +125.0% | +364.1% | -239.1% | +97.0% |
| All | +77.2% | -96.4% | +173.6% | +56.3% |
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 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