+25.1%
USB vs UUUU
-37.4%
+62.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.8% | +7.5% | +0.3% |
| 7D | +1.4% | -6.9% | +8.3% | +2.0% |
| 30D | +6.4% | -32.3% | +38.8% | +9.7% |
| 3M | -4.5% | -52.8% | +48.4% | +1.2% |
| 6M | +11.4% | -68.5% | +79.8% | +21.4% |
| YTD | +17.1% | -53.6% | +70.7% | +21.1% |
| 1Y | +32.6% | -59.1% | +91.7% | +38.2% |
| 3Y | +101.8% | -14.7% | +116.5% | +85.2% |
| 5Y | +25.1% | -35.4% | +60.6% | +14.4% |
| All | +25.1% | -37.4% | +62.5% | +14.4% |
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