+48.5%
FND vs UUUU
+646.2%
-597.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.8% | +1.8% | -2.6% | -1.0% |
| 30D | -19.6% | +1.8% | -21.4% | -19.9% |
| 3M | -4.3% | +1.3% | -5.6% | -5.2% |
| 6M | -20.4% | -26.8% | +6.3% | -18.0% |
| YTD | -21.9% | +0.1% | -21.9% | -24.8% |
| 1Y | -45.2% | +11.2% | -56.4% | -49.5% |
| 3Y | -49.2% | +97.7% | -146.9% | -60.4% |
| 5Y | -61.8% | +127.3% | -189.2% | -72.3% |
| All | +48.5% | +646.2% | -597.7% | -24.7% |
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