+18.0%
ALL vs USFR
+2.1%
+16.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.8% |
| 7D | -1.9% | +0.1% | -2.0% | -3.8% |
| 30D | +13.8% | +0.4% | +13.4% | +4.9% |
| 3M | -7.0% | +1.1% | -8.0% | -30.3% |
| 6M | +18.0% | +2.1% | +16.0% | -37.8% |
| All | +18.0% | +2.1% | +16.0% | -37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling