+189.6%
XLF vs UUUU
-92.5%
+282.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | +0.1% |
| 7D | -2.9% | -5.0% | +2.1% | -2.6% |
| 30D | -1.6% | -7.8% | +6.2% | -1.2% |
| 3M | +9.3% | -0.4% | +9.7% | +8.8% |
| 6M | +14.6% | -32.9% | +47.5% | +16.6% |
| YTD | +4.7% | -6.3% | +11.0% | +3.2% |
| 1Y | +8.6% | +7.9% | +0.7% | +5.0% |
| 3Y | +73.9% | +85.2% | -11.3% | +57.3% |
| 5Y | +65.0% | +97.0% | -31.9% | +44.6% |
| 10Y | +250.4% | +492.6% | -242.2% | +165.2% |
| All | +189.6% | -92.5% | +282.0% | +109.0% |
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