+32.0%
XLP vs UUUU
+118.2%
-86.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -1.4% | +2.8% | -4.3% | -1.5% |
| 30D | -1.3% | +3.4% | -4.7% | -1.4% |
| 3M | +1.8% | -3.9% | +5.7% | +1.9% |
| 6M | -0.8% | -23.2% | +22.4% | -0.6% |
| YTD | +9.5% | +0.6% | +9.0% | +8.7% |
| 1Y | +7.2% | +22.9% | -15.7% | +5.2% |
| 3Y | +27.1% | +98.6% | -71.5% | +20.9% |
| 5Y | +32.0% | +130.2% | -98.2% | +24.0% |
| All | +32.0% | +118.2% | -86.2% | +24.0% |
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 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