-92.0%
UUUU vs EFV
+144.3%
-236.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.5% |
| 7D | +1.8% | -0.5% | +2.3% | +2.3% |
| 30D | +1.8% | 0.0% | +1.8% | +1.9% |
| 3M | +1.3% | +8.4% | -7.2% | -6.5% |
| 6M | -26.8% | +12.3% | -39.1% | -34.1% |
| YTD | +0.1% | +17.4% | -17.3% | -13.6% |
| 1Y | +11.2% | +27.1% | -15.9% | -11.6% |
| 3Y | +97.7% | +90.7% | +7.0% | +2.8% |
| 5Y | +127.3% | +95.6% | +31.7% | +22.0% |
| 10Y | +532.6% | +165.3% | +367.3% | +167.7% |
| All | -92.0% | +144.3% | -236.2% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 all: compounded portfolio wealth divided by compounded EFV 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…
all analysis · Full analysis span regression · 6 months rolling