-70.6%
S vs UUUU
+132.1%
-202.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -1.2% | +1.8% | -3.0% | -1.6% |
| 30D | -12.6% | +1.8% | -14.4% | -13.2% |
| 3M | +27.6% | +1.3% | +26.3% | +25.6% |
| 6M | +35.5% | -26.8% | +62.2% | +40.0% |
| YTD | +29.6% | +0.1% | +29.5% | +17.7% |
| 1Y | +8.1% | +11.2% | -3.1% | -10.2% |
| 3Y | +14.8% | +97.7% | -82.9% | -32.2% |
| 5Y | -70.6% | +127.3% | -197.9% | -83.8% |
| All | -70.6% | +132.1% | -202.6% | -83.8% |
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