-53.5%
S vs UUUU
+118.4%
-171.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | +0.8% |
| 7D | -0.7% | -10.5% | +9.9% | +1.6% |
| 30D | -11.4% | -10.5% | -0.9% | -9.7% |
| 3M | +33.8% | -14.1% | +47.9% | +36.7% |
| 6M | +39.5% | -35.5% | +75.0% | +48.0% |
| YTD | +31.7% | -10.9% | +42.6% | +22.8% |
| 1Y | +7.0% | +3.4% | +3.6% | -9.6% |
| 3Y | +11.8% | +73.1% | -61.4% | -30.6% |
| 5Y | -69.0% | +87.1% | -156.2% | -81.6% |
| All | -53.5% | +118.4% | -171.9% | -73.2% |
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