+98.6%
UUUU vs FIVE
+59.0%
+39.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +2.8% | +3.7% | -0.9% | +1.9% |
| 30D | +3.4% | +4.0% | -0.6% | +2.4% |
| 3M | -3.9% | +36.2% | -40.1% | -10.3% |
| 6M | -23.2% | +18.0% | -41.2% | -26.1% |
| YTD | +0.6% | +34.9% | -34.3% | -5.7% |
| 1Y | +22.9% | +67.9% | -45.1% | +9.9% |
| 3Y | +98.6% | +57.3% | +41.3% | +63.3% |
| All | +98.6% | +59.0% | +39.6% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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