+442.1%
XLP vs UUUU
-92.0%
+534.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -1.0% | -1.4% | +0.3% | -1.0% |
| 30D | -0.9% | +16.3% | -17.2% | -1.4% |
| 3M | +3.8% | -16.7% | +20.5% | +4.1% |
| 6M | -1.7% | -33.7% | +31.9% | -1.0% |
| YTD | +10.3% | -0.5% | +10.7% | +9.3% |
| 1Y | +7.8% | +28.9% | -21.1% | +5.5% |
| 3Y | +27.2% | +99.9% | -72.7% | +21.2% |
| 5Y | +32.5% | +135.3% | -102.8% | +23.7% |
| 10Y | +101.8% | +518.4% | -416.6% | +75.7% |
| All | +442.1% | -92.0% | +534.1% | +374.8% |
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