+74.6%
FE vs UUUU
-92.0%
+166.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | +1.9% | -1.4% | +3.3% | +2.0% |
| 30D | -1.2% | +16.3% | -17.5% | -1.7% |
| 3M | +3.5% | -16.7% | +20.2% | +3.8% |
| 6M | -6.1% | -33.7% | +27.6% | -5.3% |
| YTD | +7.6% | -0.5% | +8.1% | +6.6% |
| 1Y | +11.9% | +28.9% | -16.9% | +9.4% |
| 3Y | +48.4% | +99.9% | -51.4% | +41.1% |
| 5Y | +44.8% | +135.3% | -90.5% | +34.8% |
| 10Y | +115.9% | +518.4% | -402.5% | +86.7% |
| All | +74.6% | -92.0% | +166.6% | +50.5% |
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 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