+369.0%
ALL vs USFR
+28.5%
+340.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.6% | +0.1% | -2.6% | -2.6% |
| 30D | +12.7% | +0.4% | +12.3% | +12.4% |
| 3M | +0.4% | +1.1% | -0.7% | -0.4% |
| 6M | +23.8% | +2.1% | +21.7% | +22.0% |
| YTD | +27.8% | +3.4% | +24.3% | +24.9% |
| 1Y | +28.9% | +4.1% | +24.8% | +25.4% |
| 3Y | +113.9% | +14.4% | +99.5% | +99.9% |
| 5Y | +157.4% | +21.4% | +135.9% | +136.4% |
| 10Y | +369.0% | +28.5% | +340.5% | +330.4% |
| All | +369.0% | +28.5% | +340.5% | +330.4% |
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 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