+38.8%
AR vs USFR
+14.3%
+24.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -10.5% | +0.1% | -10.6% | -10.7% |
| 30D | +1.3% | +0.4% | +0.9% | +0.3% |
| 3M | +4.8% | +1.1% | +3.7% | +0.2% |
| 6M | +1.2% | +2.0% | -0.8% | -8.2% |
| YTD | +5.5% | +3.4% | +2.1% | -10.4% |
| 1Y | +8.1% | +4.1% | +4.0% | -10.7% |
| 3Y | +38.8% | +14.3% | +24.5% | +24.3% |
| All | +38.8% | +14.3% | +24.5% | +24.3% |
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