+107.5%
ALL vs USFR
+14.4%
+93.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.7% |
| 7D | -1.9% | +0.1% | -2.0% | -2.9% |
| 30D | +13.8% | +0.4% | +13.4% | +9.5% |
| 3M | -7.0% | +1.1% | -8.0% | -16.3% |
| 6M | +18.0% | +2.1% | +16.0% | -2.9% |
| YTD | +24.2% | +3.4% | +20.8% | -8.9% |
| 1Y | +31.2% | +4.1% | +27.1% | -9.4% |
| 3Y | +107.5% | +14.4% | +93.1% | -22.8% |
| All | +107.5% | +14.4% | +93.1% | -22.8% |
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