+336.0%
IR vs UUUU
+294.6%
+41.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | -0.1% |
| 7D | +2.5% | -1.1% | +3.6% | +2.6% |
| 30D | +9.2% | -21.0% | +30.1% | +12.2% |
| 3M | +0.9% | -54.8% | +55.8% | +10.8% |
| 6M | +19.2% | -67.3% | +86.6% | +35.1% |
| YTD | +7.5% | -54.7% | +62.2% | +14.2% |
| 1Y | +11.7% | -57.4% | +69.2% | +19.1% |
| 3Y | +23.9% | -19.6% | +43.5% | +13.0% |
| 5Y | +46.4% | -40.0% | +86.4% | +31.6% |
| All | +336.0% | +294.6% | +41.4% | +167.0% |
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