-92.0%
UUUU vs FDS
+467.0%
-559.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.4% | +2.4% |
| 7D | -1.4% | -1.9% | +0.5% | -0.6% |
| 30D | +16.3% | +9.0% | +7.3% | +11.5% |
| 3M | -16.7% | +18.9% | -35.5% | -25.4% |
| 6M | -33.7% | +35.1% | -68.8% | -45.7% |
| YTD | -0.5% | +5.5% | -6.0% | -9.4% |
| 1Y | +28.9% | -16.8% | +45.7% | +30.3% |
| 3Y | +99.9% | -28.1% | +127.9% | +114.1% |
| 5Y | +135.3% | -17.4% | +152.7% | +135.7% |
| 10Y | +518.4% | +85.4% | +432.9% | +296.5% |
| All | -92.0% | +467.0% | -559.0% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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