+16,251.2%
FIX vs UUUU
-92.0%
+16,343.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | +6.0% | -1.4% | +7.4% | +6.2% |
| 30D | -7.2% | +16.3% | -23.6% | -8.7% |
| 3M | -15.9% | -16.7% | +0.8% | -14.7% |
| 6M | +12.7% | -33.7% | +46.4% | +16.4% |
| YTD | +72.8% | -0.5% | +73.3% | +71.5% |
| 1Y | +122.9% | +28.9% | +94.0% | +114.2% |
| 3Y | +774.3% | +99.9% | +674.5% | +693.7% |
| 5Y | +2,049.5% | +135.3% | +1,914.2% | +1,779.4% |
| 10Y | +5,821.5% | +518.4% | +5,303.1% | +4,448.2% |
| All | +16,251.2% | -92.0% | +16,343.2% | +12,366.5% |
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