+318.5%
XLB vs UUUU
-91.9%
+410.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.0% |
| 7D | -0.2% | +2.8% | -3.1% | -0.5% |
| 30D | -1.7% | +3.4% | -5.1% | -2.1% |
| 3M | +4.4% | -3.9% | +8.2% | +4.2% |
| 6M | +5.0% | -23.2% | +28.2% | +6.1% |
| YTD | +15.5% | +0.6% | +14.9% | +13.3% |
| 1Y | +14.9% | +22.9% | -7.9% | +9.6% |
| 3Y | +34.5% | +98.6% | -64.1% | +19.9% |
| 5Y | +36.5% | +130.2% | -93.7% | +16.9% |
| 10Y | +159.6% | +519.5% | -359.9% | +90.8% |
| All | +318.5% | -91.9% | +410.4% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling