-23.7%
FPS vs UUUU
-67.8%
+44.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.7% |
| 7D | +13.6% | -1.1% | +14.6% | +15.1% |
| 30D | -32.4% | -21.0% | -11.4% | -21.3% |
| 3M | -41.1% | -54.8% | +13.7% | -11.1% |
| 6M | -51.4% | -67.3% | +15.9% | -18.6% |
| All | -23.7% | -67.8% | +44.1% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling