+16.1%
A vs USFR
+21.4%
-5.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.2% |
| 7D | +1.4% | +0.1% | +1.3% | +1.6% |
| 30D | +4.3% | +0.4% | +3.9% | +5.2% |
| 3M | +19.8% | +1.1% | +18.7% | +22.5% |
| 6M | +54.4% | +2.1% | +52.3% | +61.4% |
| YTD | +31.7% | +3.4% | +28.3% | +41.4% |
| 1Y | +22.4% | +4.1% | +18.4% | +32.9% |
| 3Y | +67.7% | +14.4% | +53.3% | +128.0% |
| All | +16.1% | +21.4% | -5.3% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling