+245.4%
NYT vs UUUU
-92.8%
+338.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.0% | +5.5% | +0.8% |
| 7D | -0.6% | -10.5% | +9.9% | +0.2% |
| 30D | +4.6% | -10.5% | +15.1% | +5.3% |
| 3M | -9.6% | -14.1% | +4.5% | -9.0% |
| 6M | -14.0% | -35.5% | +21.5% | -12.2% |
| YTD | -2.8% | -10.9% | +8.1% | -4.1% |
| 1Y | +15.6% | +3.4% | +12.2% | +11.4% |
| 3Y | +56.3% | +73.1% | -16.8% | +40.1% |
| 5Y | +39.5% | +87.1% | -47.6% | +20.3% |
| 10Y | +488.0% | +463.0% | +25.0% | +324.0% |
| All | +245.4% | -92.8% | +338.2% | +149.4% |
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 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