-4.0%
M vs UUUU
-92.0%
+88.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +2.5% |
| 7D | +4.7% | -1.4% | +6.1% | +4.9% |
| 30D | -9.6% | +16.3% | -26.0% | -11.1% |
| 3M | +0.9% | -16.7% | +17.5% | +2.0% |
| 6M | +22.3% | -33.7% | +55.9% | +25.4% |
| YTD | +6.5% | -0.5% | +7.0% | +3.9% |
| 1Y | +38.8% | +28.9% | +9.9% | +30.2% |
| 3Y | +115.9% | +99.9% | +16.0% | +87.3% |
| 5Y | +28.6% | +135.3% | -106.7% | +7.3% |
| 10Y | -2.5% | +518.4% | -520.9% | -29.2% |
| All | -4.0% | -92.0% | +88.0% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling