+82.2%
UUUU vs BG
+20.1%
+62.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.9% | -7.2% | -6.5% |
| 7D | -5.0% | +3.7% | -8.7% | -5.7% |
| 30D | -7.8% | +12.3% | -20.1% | -10.2% |
| 3M | -0.4% | -2.2% | +1.8% | +0.1% |
| 6M | -32.9% | +5.3% | -38.2% | -34.2% |
| YTD | -6.3% | +42.4% | -48.7% | -14.2% |
| 1Y | +7.9% | +55.2% | -47.3% | -3.8% |
| All | +82.2% | +20.1% | +62.1% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling