+211.9%
B vs USFR
+28.0%
+183.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.0% | +0.1% | +1.0% | +1.0% |
| 30D | +9.5% | +0.3% | +9.2% | +9.1% |
| 3M | +14.3% | +1.0% | +13.4% | +12.9% |
| 6M | -1.9% | +1.9% | -3.8% | -4.4% |
| YTD | +4.1% | +2.7% | +1.4% | +0.4% |
| 1Y | +56.1% | +4.0% | +52.1% | +47.8% |
| 3Y | +202.0% | +14.0% | +188.0% | +156.6% |
| 5Y | +158.8% | +20.4% | +138.4% | +104.0% |
| 10Y | +211.9% | +28.0% | +183.9% | +128.3% |
| All | +211.9% | +28.0% | +183.9% | +128.3% |
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 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