+24.5%
USB vs UUUU
-39.3%
+63.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.1% |
| 7D | +1.2% | +1.4% | -0.2% | +1.0% |
| 30D | +6.3% | -27.9% | +34.2% | +9.0% |
| 3M | -6.1% | -53.8% | +47.7% | -0.4% |
| 6M | +13.0% | -68.1% | +81.1% | +23.0% |
| YTD | +16.6% | -54.1% | +70.6% | +20.6% |
| 1Y | +31.1% | -57.8% | +88.9% | +36.2% |
| 3Y | +100.9% | -15.4% | +116.3% | +84.5% |
| 5Y | +24.5% | -39.2% | +63.7% | +15.7% |
| All | +24.5% | -39.3% | +63.8% | +15.7% |
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