+368.4%
ALL vs USFR
+28.5%
+339.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.9% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +13.8% | +0.4% | +13.4% | +13.5% |
| 3M | -2.8% | +1.1% | -3.8% | -3.5% |
| 6M | +23.7% | +2.1% | +21.6% | +21.8% |
| YTD | +27.3% | +3.4% | +23.8% | +24.3% |
| 1Y | +30.5% | +4.1% | +26.5% | +27.1% |
| 3Y | +113.0% | +14.4% | +98.6% | +99.2% |
| 5Y | +157.6% | +21.4% | +136.2% | +136.6% |
| 10Y | +368.4% | +28.5% | +339.8% | +329.9% |
| All | +368.4% | +28.5% | +339.8% | +329.9% |
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