+328.4%
XLU vs UUUU
-92.5%
+420.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.3% | -0.8% |
| 7D | -1.2% | -5.0% | +3.8% | -1.0% |
| 30D | -2.5% | -7.8% | +5.2% | -2.4% |
| 3M | -2.7% | -0.4% | -2.3% | -2.9% |
| 6M | -7.5% | -32.9% | +25.4% | -6.7% |
| YTD | +0.9% | -6.3% | +7.2% | +0.3% |
| 1Y | +3.3% | +7.9% | -4.6% | +1.7% |
| 3Y | +47.3% | +85.2% | -37.9% | +40.8% |
| 5Y | +44.4% | +97.0% | -52.6% | +35.9% |
| 10Y | +140.8% | +492.6% | -351.8% | +111.5% |
| All | +328.4% | -92.5% | +420.9% | +275.2% |
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