-80.3%
FIG vs UUUU
+64.3%
-144.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.0% | -6.7% | -5.7% |
| 7D | -16.4% | +2.8% | -19.2% | -16.4% |
| 30D | -2.3% | +3.4% | -5.7% | -2.4% |
| 3M | +7.8% | -3.9% | +11.7% | +8.2% |
| 6M | -21.8% | -23.2% | +1.3% | -20.9% |
| YTD | -39.1% | +0.6% | -39.7% | -40.5% |
| 1Y | -56.6% | +22.9% | -79.5% | -58.4% |
| All | -80.3% | +64.3% | -144.6% | -80.4% |
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