+273.7%
IR vs UUUU
+675.4%
-401.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | +0.4% |
| 7D | -4.5% | -10.5% | +6.0% | -3.2% |
| 30D | -13.9% | -10.5% | -3.4% | -12.9% |
| 3M | -0.3% | -14.1% | +13.8% | +0.9% |
| 6M | -14.3% | -35.5% | +21.1% | -10.9% |
| YTD | -7.9% | -10.9% | +3.1% | -9.6% |
| 1Y | -9.9% | +3.4% | -13.2% | -15.5% |
| 3Y | +6.5% | +73.1% | -66.6% | -11.8% |
| 5Y | +34.0% | +87.1% | -53.1% | +4.4% |
| All | +273.7% | +675.4% | -401.7% | +111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling