-68.9%
U vs UUUU
+111.0%
-179.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.3% | +5.2% | +0.8% |
| 7D | 0.0% | -5.0% | +5.0% | +1.5% |
| 30D | -4.1% | -7.8% | +3.7% | -2.3% |
| 3M | +57.8% | -0.4% | +58.2% | +56.1% |
| 6M | +103.5% | -32.9% | +136.4% | +120.7% |
| YTD | -4.8% | -6.3% | +1.5% | -11.1% |
| 1Y | -2.4% | +7.9% | -10.3% | -18.9% |
| 3Y | +11.7% | +85.2% | -73.5% | -35.6% |
| 5Y | -68.9% | +97.0% | -165.8% | -83.3% |
| All | -68.9% | +111.0% | -179.9% | -83.3% |
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 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