+65.5%
A vs USFR
+14.4%
+51.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.6% |
| 7D | -0.5% | +0.1% | -0.5% | -0.4% |
| 30D | 0.0% | +0.4% | -0.4% | +0.2% |
| 3M | +16.7% | +1.1% | +15.6% | +17.5% |
| 6M | +54.8% | +2.0% | +52.8% | +56.8% |
| YTD | +28.8% | +3.5% | +25.3% | +29.2% |
| 1Y | +19.3% | +4.1% | +15.2% | +18.9% |
| 3Y | +65.5% | +14.4% | +51.2% | +107.1% |
| All | +65.5% | +14.4% | +51.2% | +107.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling