+747.7%
FFIV vs UUUU
-96.4%
+844.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.6% |
| 7D | -0.5% | -1.1% | +0.5% | -0.5% |
| 30D | -32.4% | -21.0% | -11.4% | -31.2% |
| 3M | -25.7% | -54.8% | +29.1% | -21.2% |
| 6M | -13.5% | -67.3% | +53.8% | -6.4% |
| YTD | +21.1% | -54.7% | +75.8% | +26.1% |
| 1Y | +29.4% | -57.4% | +86.8% | +34.9% |
| 3Y | +94.9% | -19.6% | +114.5% | +87.0% |
| 5Y | +34.7% | -40.0% | +74.8% | +28.7% |
| 10Y | +119.0% | +364.1% | -245.1% | +68.4% |
| All | +747.7% | -96.4% | +844.0% | +598.5% |
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