-44.8%
IT vs UUUU
+88.5%
-133.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.3% | +6.9% | +0.9% |
| 7D | -12.7% | -5.0% | -7.7% | -12.5% |
| 30D | -8.9% | -7.8% | -1.1% | -8.6% |
| 3M | +10.1% | -0.4% | +10.6% | +9.7% |
| 6M | +7.3% | -32.9% | +40.2% | +8.9% |
| YTD | -32.4% | -6.3% | -26.1% | -34.4% |
| 1Y | -26.6% | +7.9% | -34.6% | -31.4% |
| 3Y | -51.8% | +85.2% | -137.0% | -60.1% |
| All | -44.8% | +88.5% | -133.4% | -56.4% |
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