-48.8%
IT vs UUUU
+74.5%
-123.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.0% | +10.2% | +5.2% |
| 7D | -3.7% | -10.5% | +6.8% | -3.8% |
| 30D | +0.1% | -10.5% | +10.6% | -0.1% |
| 3M | +20.7% | -14.1% | +34.8% | +20.7% |
| 6M | +12.0% | -35.5% | +47.4% | +12.0% |
| YTD | -28.8% | -10.9% | -17.9% | -29.6% |
| 1Y | -25.5% | +3.4% | -28.9% | -27.8% |
| 3Y | -48.8% | +73.1% | -121.9% | -54.5% |
| All | -48.8% | +74.5% | -123.3% | -54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling