+304.8%
A vs USFR
+27.5%
+277.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | +6.9% | +0.3% | +6.6% | +6.8% |
| 3M | +9.2% | +1.0% | +8.2% | +8.9% |
| 6M | +25.7% | +1.9% | +23.7% | +24.9% |
| YTD | +11.5% | +2.6% | +8.9% | +10.7% |
| 1Y | +18.4% | +4.0% | +14.4% | +16.9% |
| 3Y | +26.6% | +14.1% | +12.5% | +21.4% |
| 5Y | -12.8% | +20.4% | -33.2% | -18.0% |
| 10Y | +247.2% | +28.0% | +219.2% | +218.1% |
| All | +304.8% | +27.5% | +277.3% | +301.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling