-68.1%
UUUU vs FIVE
+18.7%
-86.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.0% |
| 7D | +1.4% | +2.4% | -1.1% | +0.4% |
| 30D | -27.9% | +15.8% | -43.8% | -31.8% |
| 3M | -53.8% | +3.8% | -57.6% | -54.5% |
| 6M | -68.1% | +18.5% | -86.7% | -70.1% |
| All | -68.1% | +18.7% | -86.9% | -70.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling