+216.9%
B vs USFR
+28.5%
+188.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -6.2% | +0.1% | -6.3% | -6.3% |
| 30D | -6.6% | +0.4% | -7.0% | -7.0% |
| 3M | -7.9% | +1.0% | -8.9% | -9.0% |
| 6M | -16.8% | +2.0% | -18.8% | -18.9% |
| YTD | -11.7% | +3.4% | -15.1% | -15.7% |
| 1Y | +3.5% | +4.1% | -0.6% | -2.1% |
| 3Y | +165.7% | +14.4% | +151.3% | +124.3% |
| 5Y | +108.4% | +21.4% | +87.0% | +61.9% |
| All | +216.9% | +28.5% | +188.4% | +124.8% |
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 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