+44.3%
AR vs USFR
+28.0%
+16.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.2% | +0.1% | -1.2% | -1.4% |
| 30D | +5.5% | +0.3% | +5.3% | +4.5% |
| 3M | +12.9% | +1.0% | +11.9% | +9.0% |
| 6M | +0.1% | +1.9% | -1.9% | -6.6% |
| YTD | +13.5% | +2.7% | +10.9% | +3.4% |
| 1Y | +21.6% | +4.0% | +17.6% | +5.8% |
| 3Y | +46.0% | +14.0% | +31.9% | -7.7% |
| 5Y | +143.7% | +20.4% | +123.3% | +24.4% |
| 10Y | +44.3% | +28.0% | +16.3% | -40.1% |
| All | +44.3% | +28.0% | +16.3% | -40.1% |
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