+34.0%
XLB vs UUUU
+79.1%
-45.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +0.9% |
| 7D | -2.8% | -10.5% | +7.7% | -1.8% |
| 30D | -3.1% | -10.5% | +7.4% | -2.2% |
| 3M | -0.2% | -14.1% | +14.0% | +0.9% |
| 6M | +3.1% | -35.5% | +38.5% | +6.3% |
| YTD | +13.3% | -10.9% | +24.2% | +11.5% |
| 1Y | +12.0% | +3.4% | +8.7% | +6.2% |
| 3Y | +31.4% | +73.1% | -41.7% | +10.7% |
| All | +34.0% | +79.1% | -45.2% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling