+208.6%
B vs USFR
+28.5%
+180.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | +7.1% | +0.1% | +7.0% | +7.0% |
| 30D | -3.3% | +0.4% | -3.7% | -3.8% |
| 3M | -2.5% | +1.1% | -3.6% | -3.8% |
| 6M | -7.2% | +2.1% | -9.3% | -9.7% |
| YTD | -7.4% | +3.4% | -10.8% | -11.6% |
| 1Y | +16.4% | +4.1% | +12.3% | +10.1% |
| 3Y | +178.7% | +14.4% | +164.3% | +134.9% |
| 5Y | +121.7% | +21.4% | +100.3% | +71.9% |
| 10Y | +208.6% | +28.5% | +180.1% | +117.2% |
| All | +208.6% | +28.5% | +180.1% | +117.2% |
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