+46.8%
IR vs UUUU
-39.3%
+86.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.8% |
| 7D | +4.3% | +1.4% | +2.9% | +4.0% |
| 30D | +8.1% | -27.9% | +36.0% | +12.5% |
| 3M | +0.7% | -53.8% | +54.5% | +10.7% |
| 6M | +16.6% | -68.1% | +84.7% | +33.6% |
| YTD | +7.8% | -54.1% | +61.8% | +14.3% |
| 1Y | +9.9% | -57.8% | +67.7% | +17.3% |
| 3Y | +25.2% | -15.4% | +40.7% | +8.7% |
| 5Y | +46.8% | -39.2% | +86.0% | +26.7% |
| All | +46.8% | -39.3% | +86.1% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling