-4.5%
XRT vs UUUU
-40.6%
+36.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.6% |
| 7D | +1.7% | -1.1% | +2.8% | +1.8% |
| 30D | +7.5% | -21.0% | +28.5% | +10.2% |
| 3M | +2.2% | -54.8% | +57.0% | +11.5% |
| 6M | +14.7% | -67.3% | +82.0% | +29.2% |
| YTD | +7.5% | -54.7% | +62.2% | +12.9% |
| 1Y | +14.1% | -57.4% | +71.6% | +20.2% |
| 3Y | +58.8% | -19.6% | +78.4% | +39.6% |
| All | -4.5% | -40.6% | +36.1% | -21.5% |
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