+1,046.7%
FIX vs UUUU
-32.7%
+1,079.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +9.8% | -0.4% | +7.2% |
| 7D | -7.2% | -1.1% | -6.2% | -6.8% |
| 30D | -35.1% | -26.6% | -8.5% | -30.4% |
| 3M | -34.3% | -48.3% | +14.0% | -24.4% |
| 6M | -42.9% | -65.8% | +22.9% | -29.0% |
| YTD | +19.5% | -49.7% | +69.2% | +35.3% |
| 1Y | +16.8% | -53.3% | +70.1% | +33.6% |
| 3Y | +506.7% | -7.4% | +514.1% | +444.8% |
| 5Y | +1,046.7% | -33.4% | +1,080.1% | +900.2% |
| All | +1,046.7% | -32.7% | +1,079.4% | +900.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling