+40.4%
PL vs UUUU
+18.4%
+22.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.5% | -1.9% |
| 7D | +22.3% | +1.4% | +20.9% | +21.9% |
| 30D | -8.3% | -27.9% | +19.6% | +2.0% |
| 3M | -43.3% | -53.8% | +10.6% | -27.7% |
| 6M | -65.8% | -68.1% | +2.3% | -51.1% |
| YTD | -29.5% | -54.1% | +24.5% | -10.6% |
| 1Y | +11.7% | -57.8% | +69.5% | +44.9% |
| 3Y | +540.6% | -15.4% | +556.0% | +521.7% |
| 5Y | +32.9% | -39.2% | +72.1% | +20.1% |
| All | +40.4% | +18.4% | +22.0% | +28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling