+11.6%
XLB vs UUUU
+9.0%
+2.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | -0.9% |
| 7D | -3.5% | -5.0% | +1.5% | -3.3% |
| 30D | -4.7% | -7.8% | +3.1% | -4.3% |
| 3M | +2.7% | -0.4% | +3.2% | +2.5% |
| 6M | +2.6% | -32.9% | +35.5% | +3.9% |
| YTD | +12.8% | -6.3% | +19.1% | +13.2% |
| All | +11.6% | +9.0% | +2.7% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 1y: compounded portfolio wealth divided by compounded UUUU 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…
1y analysis · Full analysis span regression · 6 months rolling