+968.3%
FFIV vs UUUU
-91.9%
+1,060.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.3% |
| 7D | -1.5% | +2.8% | -4.4% | -1.8% |
| 30D | -2.7% | +3.4% | -6.0% | -3.0% |
| 3M | -1.7% | -3.9% | +2.2% | -1.7% |
| 6M | +36.1% | -23.2% | +59.3% | +37.4% |
| YTD | +52.6% | +0.6% | +52.1% | +49.7% |
| 1Y | +21.5% | +22.9% | -1.3% | +16.1% |
| 3Y | +142.7% | +98.6% | +44.0% | +117.2% |
| 5Y | +92.6% | +130.2% | -37.7% | +66.0% |
| 10Y | +225.5% | +519.5% | -294.0% | +142.3% |
| All | +968.3% | -91.9% | +1,060.3% | +729.5% |
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