+20.5%
M vs UUUU
+132.1%
-111.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.1% |
| 7D | -4.1% | +1.8% | -5.9% | -4.3% |
| 30D | -13.6% | +1.8% | -15.4% | -14.0% |
| 3M | -2.3% | +1.3% | -3.5% | -3.2% |
| 6M | +21.9% | -26.8% | +48.7% | +24.9% |
| YTD | -0.6% | +0.1% | -0.7% | -5.6% |
| 1Y | +29.7% | +11.2% | +18.5% | +17.0% |
| 3Y | +107.3% | +97.7% | +9.6% | +53.8% |
| 5Y | +20.5% | +127.3% | -106.9% | -12.4% |
| All | +20.5% | +132.1% | -111.6% | -12.4% |
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