+213.6%
RF vs UUUU
+370.7%
-157.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +1.4% |
| 7D | +1.9% | -1.1% | +3.0% | +2.0% |
| 30D | +7.3% | -21.0% | +28.3% | +10.2% |
| 3M | -7.9% | -54.8% | +46.9% | +0.9% |
| 6M | +10.5% | -67.3% | +77.9% | +25.1% |
| YTD | +9.6% | -54.7% | +64.3% | +15.9% |
| 1Y | +20.3% | -57.4% | +77.7% | +27.5% |
| 3Y | +119.5% | -19.6% | +139.2% | +98.5% |
| 5Y | +48.2% | -40.0% | +88.2% | +32.0% |
| All | +213.6% | +370.7% | -157.1% | +71.6% |
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