+238.4%
A vs USFR
+28.0%
+210.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -4.3% | +0.3% | -4.6% | -4.2% |
| 3M | +8.9% | +1.0% | +8.0% | +9.2% |
| 6M | +24.5% | +1.9% | +22.6% | +25.0% |
| YTD | +5.8% | +2.7% | +3.1% | +6.4% |
| 1Y | +16.2% | +4.0% | +12.2% | +17.0% |
| 3Y | +28.5% | +14.1% | +14.4% | +31.2% |
| 5Y | -16.3% | +20.5% | -36.8% | -14.8% |
| All | +238.4% | +28.0% | +210.3% | +229.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling