-69.0%
S vs UUUU
-40.6%
-28.3%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +2.0% | -1.1% | +3.0% | +2.2% |
| 30D | -2.7% | -21.0% | +18.3% | +2.3% |
| 3M | -6.9% | -54.8% | +47.9% | +9.6% |
| 6M | +38.1% | -67.3% | +105.4% | +72.1% |
| YTD | +48.0% | -54.7% | +102.7% | +58.4% |
| 1Y | +34.5% | -57.4% | +91.9% | +45.1% |
| 3Y | +38.3% | -19.6% | +58.0% | +1.9% |
| All | -69.0% | -40.6% | -28.3% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling