+148.7%
FITB vs UUUU
-92.0%
+240.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -0.4% | +1.8% | -2.2% | -0.6% |
| 30D | -5.1% | +1.8% | -7.0% | -5.5% |
| 3M | +3.5% | +1.3% | +2.3% | +2.8% |
| 6M | +17.2% | -26.8% | +44.0% | +19.1% |
| YTD | +17.6% | +0.1% | +17.6% | +14.7% |
| 1Y | +23.4% | +11.2% | +12.1% | +17.5% |
| 3Y | +129.7% | +97.7% | +32.1% | +99.2% |
| 5Y | +68.4% | +127.3% | -58.9% | +39.0% |
| 10Y | +285.6% | +532.6% | -247.0% | +162.3% |
| All | +148.7% | -92.0% | +240.7% | +50.8% |
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