+2.4%
XLU vs UUUU
+3.5%
-1.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | -0.2% |
| 7D | -1.6% | -10.5% | +8.9% | -1.4% |
| 30D | -3.3% | -10.5% | +7.2% | -3.2% |
| 3M | -3.2% | -14.1% | +11.0% | -3.0% |
| 6M | -7.0% | -35.5% | +28.5% | -6.4% |
| YTD | +0.6% | -10.9% | +11.6% | +0.1% |
| 1Y | +2.4% | +3.4% | -0.9% | +3.1% |
| All | +2.4% | +3.5% | -1.1% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling