+547.1%
XYZ vs UUUU
+209.4%
+337.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.2% | +3.1% |
| 7D | -1.1% | -1.1% | 0.0% | -0.9% |
| 30D | +11.5% | -21.0% | +32.5% | +17.0% |
| 3M | +1.8% | -54.8% | +56.6% | +20.0% |
| 6M | +21.2% | -67.3% | +88.6% | +51.4% |
| YTD | +29.9% | -54.7% | +84.6% | +43.8% |
| 1Y | +35.8% | -57.4% | +93.2% | +50.9% |
| 3Y | +62.6% | -19.6% | +82.2% | +38.0% |
| 5Y | -62.8% | -40.0% | -22.8% | -67.9% |
| 10Y | +612.0% | +364.1% | +247.9% | +288.7% |
| All | +547.1% | +209.4% | +337.7% | +262.5% |
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 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