-2.4%
M vs UUUU
-34.9%
+32.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.3% |
| 7D | -3.3% | -3.5% | +0.2% | -2.9% |
| 30D | +8.1% | -28.3% | +36.4% | +12.9% |
| 3M | +2.2% | -53.1% | +55.3% | +12.8% |
| 6M | +35.1% | -68.6% | +103.7% | +56.4% |
| YTD | +15.8% | -52.3% | +68.2% | +21.2% |
| 1Y | +25.8% | -55.8% | +81.6% | +32.5% |
| 3Y | +156.2% | -12.3% | +168.5% | +113.5% |
| 5Y | -2.4% | -36.9% | +34.5% | -17.2% |
| All | -2.4% | -34.9% | +32.5% | -17.2% |
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