+157.6%
B vs USFR
+20.4%
+137.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +9.4% | +0.3% | +9.1% | +9.2% |
| 3M | +5.0% | +1.0% | +4.0% | +4.1% |
| 6M | -3.5% | +1.9% | -5.5% | -5.9% |
| YTD | +4.5% | +2.6% | +1.8% | +0.4% |
| 1Y | +67.8% | +4.0% | +63.8% | +57.1% |
| 3Y | +196.7% | +14.1% | +182.6% | +166.1% |
| All | +157.6% | +20.4% | +137.2% | +97.8% |
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 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