+144.3%
AR vs USFR
+20.5%
+123.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -1.8% | +0.1% | -1.9% | -1.7% |
| 30D | +12.6% | +0.3% | +12.3% | +13.1% |
| 3M | +10.0% | +1.0% | +9.0% | +11.8% |
| 6M | +0.6% | +1.9% | -1.3% | +4.1% |
| YTD | +13.4% | +2.7% | +10.8% | +19.1% |
| 1Y | +21.7% | +4.0% | +17.7% | +32.1% |
| 3Y | +45.8% | +14.0% | +31.8% | +126.9% |
| 5Y | +144.3% | +20.4% | +123.8% | +391.4% |
| All | +144.3% | +20.5% | +123.8% | +391.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling