-96.4%
UUUU vs FDS
+524.7%
-621.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | -1.1% | +1.5% | -2.5% | -1.7% |
| 30D | -21.0% | +14.8% | -35.8% | -26.3% |
| 3M | -54.8% | +16.3% | -71.1% | -58.5% |
| 6M | -67.3% | +66.2% | -133.6% | -75.8% |
| YTD | -54.7% | +16.2% | -70.9% | -61.1% |
| 1Y | -57.4% | +21.8% | -79.3% | -64.6% |
| 3Y | -19.6% | -23.9% | +4.2% | -16.9% |
| 5Y | -40.0% | -23.1% | -16.9% | -37.9% |
| 10Y | +364.1% | +128.7% | +235.4% | +166.7% |
| All | -96.4% | +524.7% | -621.1% | -98.7% |
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