+555.9%
XYZ vs UUUU
+225.4%
+330.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -0.5% |
| 7D | -2.2% | -3.5% | +1.3% | -1.5% |
| 30D | +11.6% | -28.3% | +39.8% | +19.4% |
| 3M | +8.4% | -53.1% | +61.5% | +26.8% |
| 6M | +17.2% | -68.6% | +85.7% | +47.5% |
| YTD | +31.7% | -52.3% | +84.0% | +44.2% |
| 1Y | +30.1% | -55.8% | +85.9% | +43.4% |
| 3Y | +66.4% | -12.3% | +78.7% | +38.3% |
| 5Y | -62.2% | -36.9% | -25.3% | -67.7% |
| 10Y | +621.5% | +388.0% | +233.5% | +289.6% |
| All | +555.9% | +225.4% | +330.5% | +263.3% |
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