+239.8%
RF vs UUUU
+399.3%
-159.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.8% | +7.0% | +0.2% |
| 7D | +0.3% | -6.9% | +7.3% | +1.1% |
| 30D | +6.2% | -32.3% | +38.5% | +11.1% |
| 3M | -7.8% | -52.8% | +45.0% | +0.5% |
| 6M | +5.9% | -68.5% | +74.4% | +20.4% |
| YTD | +9.0% | -53.6% | +62.7% | +14.9% |
| 1Y | +19.3% | -59.1% | +78.4% | +27.1% |
| 3Y | +116.4% | -14.7% | +131.1% | +94.1% |
| 5Y | +46.0% | -35.4% | +81.5% | +28.7% |
| 10Y | +239.8% | +378.0% | -138.2% | +96.3% |
| All | +239.8% | +399.3% | -159.5% | +96.3% |
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