+570.3%
ALL vs USFR
+28.5%
+541.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | +13.8% | +0.4% | +13.4% | +13.6% |
| 3M | -7.0% | +1.1% | -8.0% | -7.4% |
| 6M | +18.0% | +2.1% | +16.0% | +17.1% |
| YTD | +24.2% | +3.4% | +20.8% | +22.6% |
| 1Y | +31.2% | +4.1% | +27.1% | +29.2% |
| 3Y | +107.5% | +14.4% | +93.1% | +98.1% |
| 5Y | +144.8% | +21.3% | +123.5% | +129.5% |
| 10Y | +375.8% | +28.5% | +347.3% | +339.3% |
| All | +570.3% | +28.5% | +541.7% | +519.6% |
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