-68.6%
XYZ vs UUUU
+118.2%
-186.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.3% | -3.5% |
| 7D | +2.9% | +2.8% | 0.0% | +2.1% |
| 30D | +1.4% | +3.4% | -2.0% | +0.2% |
| 3M | +14.6% | -3.9% | +18.4% | +14.3% |
| 6M | +20.8% | -23.2% | +43.9% | +24.9% |
| YTD | +23.1% | +0.6% | +22.5% | +11.7% |
| 1Y | +5.6% | +22.9% | -17.2% | -16.8% |
| 3Y | +50.9% | +98.6% | -47.7% | -14.4% |
| 5Y | -68.6% | +130.2% | -198.8% | -84.0% |
| All | -68.6% | +118.2% | -186.8% | -84.0% |
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 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