+429.8%
XRT vs UUUU
-91.9%
+521.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.2% |
| 7D | -0.3% | +2.8% | -3.1% | -0.5% |
| 30D | -5.6% | +3.4% | -9.0% | -6.0% |
| 3M | +2.5% | -3.9% | +6.4% | +2.4% |
| 6M | +3.7% | -23.2% | +26.8% | +4.7% |
| YTD | +1.0% | +0.6% | +0.4% | -0.9% |
| 1Y | -1.2% | +22.9% | -24.1% | -5.5% |
| 3Y | +43.4% | +98.6% | -55.3% | +28.7% |
| 5Y | -0.7% | +130.2% | -131.0% | -13.7% |
| 10Y | +123.7% | +519.5% | -395.8% | +72.3% |
| All | +429.8% | -91.9% | +521.8% | +294.0% |
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