+468.0%
UUUU vs BG
+166.7%
+301.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.7% | -3.2% | -4.2% |
| 7D | -10.5% | +3.1% | -13.6% | -11.8% |
| 30D | -10.5% | +10.2% | -20.7% | -15.1% |
| 3M | -14.1% | -1.7% | -12.4% | -14.6% |
| 6M | -35.5% | +1.0% | -36.5% | -37.2% |
| YTD | -10.9% | +39.9% | -50.8% | -25.9% |
| 1Y | +3.4% | +53.2% | -49.9% | -19.3% |
| 3Y | +73.1% | +16.3% | +56.9% | +51.9% |
| 5Y | +87.1% | +83.9% | +3.3% | +27.8% |
| All | +468.0% | +166.7% | +301.3% | +212.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling