+464.1%
XRT vs UUUU
-96.4%
+560.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.5% |
| 7D | +1.7% | -1.1% | +2.8% | +1.8% |
| 30D | +7.5% | -21.0% | +28.5% | +9.2% |
| 3M | +2.2% | -54.8% | +57.0% | +7.7% |
| 6M | +14.7% | -67.3% | +82.0% | +23.1% |
| YTD | +7.5% | -54.7% | +62.2% | +11.3% |
| 1Y | +14.1% | -57.4% | +71.6% | +18.4% |
| 3Y | +58.8% | -19.6% | +78.4% | +51.9% |
| 5Y | -3.9% | -40.0% | +36.1% | -8.4% |
| 10Y | +137.7% | +364.1% | -226.4% | +89.4% |
| All | +464.1% | -96.4% | +560.5% | +342.7% |
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